-22.0%
LVS vs ARES
+1,181.8%
-1,203.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +0.3% | -0.3% | +0.7% | +0.4% |
| 30D | -3.9% | +1.3% | -5.2% | -4.5% |
| 3M | -12.9% | +10.4% | -23.2% | -16.8% |
| 6M | -16.9% | +29.0% | -46.0% | -26.0% |
| YTD | -31.2% | -12.2% | -19.1% | -30.0% |
| 1Y | -16.4% | -18.4% | +2.0% | -13.1% |
| 3Y | -4.4% | +43.2% | -47.6% | -23.9% |
| 5Y | +6.7% | +102.6% | -95.9% | -28.1% |
| 10Y | +1.4% | +1,029.6% | -1,028.2% | -59.9% |
| All | -22.0% | +1,181.8% | -1,203.9% | -72.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling