+2,898.2%
LITE vs ARES
+997.6%
+1,900.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.3% | -16.4% | -17.7% |
| 7D | -44.6% | +4.9% | -49.5% | -46.0% |
| 30D | -55.0% | +13.6% | -68.6% | -57.9% |
| 3M | -38.3% | -3.3% | -35.0% | -38.5% |
| 6M | -48.8% | +11.0% | -59.8% | -52.5% |
| YTD | +38.3% | -14.4% | +52.7% | +40.3% |
| 1Y | +119.0% | -9.1% | +128.1% | +116.1% |
| 3Y | +1,092.0% | +37.1% | +1,054.9% | +900.5% |
| 5Y | +446.1% | +83.3% | +362.8% | +292.8% |
| 10Y | +1,381.7% | +1,201.6% | +180.1% | +482.8% |
| All | +2,898.2% | +997.6% | +1,900.6% | +802.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling