+368.0%
ARKK vs LEN
+115.0%
+253.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.7% | +1.6% |
| 7D | +3.6% | -2.9% | +6.5% | +5.0% |
| 30D | +8.4% | -8.9% | +17.2% | +12.8% |
| 3M | +13.4% | -10.9% | +24.3% | +18.5% |
| 6M | +18.9% | -19.7% | +38.6% | +29.8% |
| YTD | +11.9% | -20.6% | +32.5% | +21.4% |
| 1Y | +13.1% | -42.4% | +55.5% | +41.0% |
| 3Y | +97.1% | -26.5% | +123.6% | +111.7% |
| 5Y | -27.8% | -10.9% | -16.8% | -29.6% |
| 10Y | +338.5% | +100.6% | +237.8% | +185.7% |
| All | +368.0% | +115.0% | +253.0% | +192.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 all: compounded portfolio wealth divided by compounded LEN 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…
all analysis · Full analysis span regression · 6 months rolling