+45.1%
LMT vs ARES
+37.5%
+7.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | +5.1% | +0.5% | +4.6% | +5.1% |
| 30D | +14.1% | +19.7% | -5.5% | +13.0% |
| 3M | +0.3% | -9.0% | +9.3% | +0.6% |
| 6M | +16.1% | +11.5% | +4.6% | +15.2% |
| YTD | +25.5% | -13.8% | +39.3% | +26.1% |
| 1Y | +34.1% | -5.6% | +39.7% | +34.5% |
| 3Y | +45.1% | +36.1% | +9.0% | +44.8% |
| All | +45.1% | +37.5% | +7.6% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling