+456.3%
LRCX vs ARES
+95.7%
+360.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | +0.4% |
| 7D | +9.5% | -2.7% | +12.2% | +11.3% |
| 30D | +3.1% | -2.4% | +5.5% | +4.2% |
| 3M | -3.4% | +3.9% | -7.3% | -7.0% |
| 6M | +49.7% | +26.4% | +23.3% | +25.5% |
| YTD | +84.9% | -14.9% | +99.7% | +97.2% |
| 1Y | +200.8% | -20.4% | +221.2% | +233.2% |
| 3Y | +385.1% | +38.8% | +346.3% | +249.7% |
| All | +456.3% | +95.7% | +360.6% | +186.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling