+550.0%
LNG vs ARES
+979.8%
-429.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -4.7% | -6.1% | +1.4% | -3.4% |
| 30D | +3.8% | -7.5% | +11.3% | +5.4% |
| 3M | +16.2% | +0.1% | +16.0% | +15.3% |
| 6M | +11.7% | +30.3% | -18.6% | +3.3% |
| YTD | +44.2% | -16.6% | +60.8% | +47.7% |
| 1Y | +18.6% | -26.1% | +44.7% | +24.6% |
| 3Y | +77.4% | +36.4% | +41.0% | +56.4% |
| 5Y | +232.3% | +95.0% | +137.3% | +159.3% |
| All | +550.0% | +979.8% | -429.8% | +248.5% |
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 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