-1.1%
ARKK vs LCID
-95.5%
+94.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | +3.6% | +1.8% | +1.9% | +3.1% |
| 30D | +8.4% | -34.2% | +42.6% | +19.5% |
| 3M | +13.4% | -9.1% | +22.6% | +11.0% |
| 6M | +18.9% | -52.6% | +71.5% | +35.5% |
| YTD | +11.9% | -56.2% | +68.1% | +29.0% |
| 1Y | +13.1% | -74.9% | +88.0% | +48.6% |
| 3Y | +97.1% | -92.1% | +189.1% | +207.6% |
| 5Y | -27.8% | -97.6% | +69.8% | +47.1% |
| All | -1.1% | -95.5% | +94.4% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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