+17.2%
LMT vs ARES
-22.9%
+40.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.3% |
| 7D | -0.5% | -7.7% | +7.2% | 0.0% |
| 30D | -10.8% | -8.7% | -2.0% | -10.3% |
| 3M | +1.6% | +2.8% | -1.2% | +1.1% |
| 6M | -17.6% | +23.1% | -40.6% | -18.3% |
| YTD | +11.6% | -17.3% | +28.8% | +15.0% |
| 1Y | +17.2% | -24.3% | +41.5% | +23.5% |
| All | +17.2% | -22.9% | +40.1% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling