+5,083.9%
LITE vs ARES
+1,038.3%
+4,045.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.4% |
| 7D | -1.5% | -1.7% | +0.1% | -0.8% |
| 30D | +6.7% | +0.3% | +6.4% | +5.9% |
| 3M | -6.8% | +8.5% | -15.2% | -11.4% |
| 6M | +29.4% | +23.5% | +6.0% | +14.5% |
| YTD | +139.1% | -11.2% | +150.3% | +141.4% |
| 1Y | +521.0% | -19.3% | +540.3% | +555.7% |
| 3Y | +1,535.3% | +48.7% | +1,486.6% | +1,239.0% |
| 5Y | +889.8% | +106.5% | +783.3% | +584.2% |
| 10Y | +2,400.7% | +1,055.3% | +1,345.4% | +899.2% |
| All | +5,083.9% | +1,038.3% | +4,045.5% | +1,453.4% |
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