+349.7%
LMT vs ARES
+1,196.0%
-846.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.3% |
| 7D | -6.3% | -1.7% | -4.6% | -6.0% |
| 30D | -8.5% | +0.3% | -8.8% | -8.6% |
| 3M | +1.8% | +8.5% | -6.7% | +0.3% |
| 6M | -19.9% | +23.5% | -43.4% | -22.9% |
| YTD | +10.6% | -11.2% | +21.8% | +11.6% |
| 1Y | +17.9% | -19.3% | +37.2% | +20.4% |
| 3Y | +27.0% | +48.7% | -21.7% | +13.9% |
| 5Y | +68.7% | +106.5% | -37.9% | +38.3% |
| 10Y | +181.1% | +1,055.3% | -874.3% | +69.9% |
| All | +349.7% | +1,196.0% | -846.3% | +171.4% |
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