+119.4%
LULU vs ARES
+1,142.5%
-1,023.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.3% |
| 7D | -16.9% | -2.7% | -14.3% | -16.1% |
| 30D | -22.0% | -2.4% | -19.6% | -21.4% |
| 3M | -17.8% | +3.9% | -21.7% | -19.5% |
| 6M | -41.3% | +26.4% | -67.6% | -46.7% |
| YTD | -52.0% | -14.9% | -37.1% | -50.1% |
| 1Y | -39.8% | -20.4% | -19.4% | -36.3% |
| 3Y | -74.8% | +38.8% | -113.6% | -78.8% |
| 5Y | -76.3% | +97.0% | -173.3% | -82.7% |
| 10Y | +53.9% | +999.8% | -945.9% | -25.5% |
| All | +119.4% | +1,142.5% | -1,023.1% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling