+1,545.2%
LLY vs ARES
+1,045.9%
+499.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | -5.1% | +1.3% | -6.4% | -5.4% |
| 3M | -2.1% | +10.4% | -12.4% | -4.4% |
| 6M | +13.8% | +29.0% | -15.2% | +7.0% |
| YTD | +5.1% | -12.2% | +17.3% | +6.5% |
| 1Y | +53.1% | -18.4% | +71.6% | +56.8% |
| 3Y | +95.6% | +43.2% | +52.5% | +74.7% |
| 5Y | +361.5% | +102.6% | +258.9% | +271.6% |
| 10Y | +1,545.2% | +1,029.6% | +515.5% | +872.0% |
| All | +1,545.2% | +1,045.9% | +499.3% | +872.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling