+3,549.0%
LRCX vs ARES
+979.8%
+2,569.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.4% |
| 7D | -3.1% | -6.1% | +3.0% | +0.4% |
| 30D | -8.6% | -7.5% | -1.0% | -4.6% |
| 3M | -17.7% | +0.1% | -17.8% | -18.9% |
| 6M | +36.4% | +30.3% | +6.1% | +14.3% |
| YTD | +74.5% | -16.6% | +91.2% | +86.4% |
| 1Y | +159.4% | -26.1% | +185.5% | +195.6% |
| 3Y | +361.6% | +36.4% | +325.2% | +259.6% |
| 5Y | +425.2% | +95.0% | +330.3% | +226.5% |
| All | +3,549.0% | +979.8% | +2,569.2% | +1,118.5% |
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