-37.8%
ARKK vs LDOS
+49.1%
-87.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +3.9% |
| 7D | -6.6% | -7.2% | +0.7% | -4.5% |
| 30D | -14.5% | +16.8% | -31.4% | -19.2% |
| 3M | -0.4% | -1.6% | +1.2% | -0.5% |
| 6M | -5.2% | -1.0% | -4.2% | -5.8% |
| YTD | -1.9% | -25.8% | +23.9% | +8.0% |
| 1Y | -6.7% | -31.1% | +24.3% | +5.6% |
| 3Y | +89.7% | +32.8% | +56.9% | +63.6% |
| All | -37.8% | +49.1% | -87.0% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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