+483.3%
LLY vs ARES
+82.0%
+401.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | +6.7% | +0.5% | +6.3% | +6.7% |
| 30D | +19.6% | +19.7% | -0.1% | +16.1% |
| 3M | +19.7% | -9.0% | +28.7% | +21.4% |
| 6M | +42.7% | +11.5% | +31.2% | +39.3% |
| YTD | +35.1% | -13.8% | +49.0% | +37.3% |
| 1Y | +42.2% | -5.6% | +47.8% | +41.7% |
| 3Y | +140.8% | +36.1% | +104.7% | +122.2% |
| All | +483.3% | +82.0% | +401.4% | +400.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling