+549.4%
LYV vs ARES
+979.8%
-430.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.3% |
| 7D | -1.9% | -6.1% | +4.1% | +0.5% |
| 30D | -8.2% | -7.5% | -0.7% | -5.5% |
| 3M | -1.3% | +0.1% | -1.4% | -2.3% |
| 6M | +2.6% | +30.3% | -27.7% | -10.0% |
| YTD | +19.4% | -16.6% | +36.0% | +24.5% |
| 1Y | -2.2% | -26.1% | +23.9% | +6.5% |
| 3Y | +106.0% | +36.4% | +69.6% | +64.8% |
| 5Y | +97.7% | +95.0% | +2.7% | +30.6% |
| All | +549.4% | +979.8% | -430.4% | +146.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling