-41.8%
LULU vs ARES
+22.3%
-64.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | -0.1% | -2.1% |
| 7D | -20.4% | -7.7% | -12.7% | -18.7% |
| 30D | -22.9% | -8.7% | -14.2% | -21.0% |
| 3M | -18.5% | +2.8% | -21.4% | -19.0% |
| 6M | -41.8% | +23.1% | -64.8% | -43.8% |
| All | -41.8% | +22.3% | -64.1% | -43.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling