+5.7%
LVS vs ARES
+97.0%
-91.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.3% |
| 7D | -2.7% | -2.7% | 0.0% | -1.7% |
| 30D | -4.7% | -2.4% | -2.3% | -4.0% |
| 3M | -15.6% | +3.9% | -19.5% | -17.7% |
| 6M | -18.6% | +26.4% | -45.0% | -27.5% |
| YTD | -32.3% | -14.9% | -17.4% | -29.7% |
| 1Y | -18.0% | -20.4% | +2.4% | -13.0% |
| 3Y | -5.8% | +38.8% | -44.6% | -29.9% |
| 5Y | +5.7% | +97.0% | -91.2% | -41.2% |
| All | +5.7% | +97.0% | -91.3% | -41.2% |
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