-27.8%
ARKK vs LBRT
+116.2%
-144.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -1.0% |
| 7D | +3.6% | +6.9% | -3.3% | +2.2% |
| 30D | +8.4% | +7.8% | +0.6% | +6.5% |
| 3M | +13.4% | -25.3% | +38.7% | +18.9% |
| 6M | +18.9% | -19.6% | +38.5% | +21.4% |
| YTD | +11.9% | +17.2% | -5.2% | +4.4% |
| 1Y | +13.1% | +114.1% | -101.0% | -9.6% |
| 3Y | +97.1% | +27.0% | +70.1% | +70.2% |
| 5Y | -27.8% | +128.3% | -156.1% | -42.3% |
| All | -27.8% | +116.2% | -144.0% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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