+90.9%
LYV vs ARES
+94.4%
-3.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.2% |
| 7D | -1.9% | -6.1% | +4.1% | +0.4% |
| 30D | -8.2% | -7.5% | -0.7% | -5.6% |
| 3M | -1.3% | +0.1% | -1.4% | -2.2% |
| 6M | +2.6% | +30.3% | -27.7% | -9.8% |
| YTD | +19.4% | -16.6% | +36.0% | +25.4% |
| 1Y | -2.2% | -26.1% | +23.9% | +7.6% |
| 3Y | +106.0% | +36.4% | +69.6% | +59.9% |
| All | +90.9% | +94.4% | -3.5% | +17.7% |
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