+388.9%
LRCX vs ARES
+38.2%
+350.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | +0.2% |
| 7D | +9.5% | -2.7% | +12.2% | +11.0% |
| 30D | +3.1% | -2.4% | +5.5% | +4.1% |
| 3M | -3.4% | +3.9% | -7.3% | -6.3% |
| 6M | +49.7% | +26.4% | +23.3% | +28.6% |
| YTD | +84.9% | -14.9% | +99.7% | +98.7% |
| 1Y | +200.8% | -20.4% | +221.2% | +235.4% |
| All | +388.9% | +38.2% | +350.7% | +287.5% |
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 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