+359.8%
ARKK vs LH
+260.6%
+99.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.1% |
| 7D | +1.4% | -3.2% | +4.6% | +3.4% |
| 30D | +5.1% | +0.1% | +5.0% | +5.1% |
| 3M | +12.7% | +18.6% | -5.9% | +1.4% |
| 6M | +13.8% | +17.9% | -4.1% | +2.4% |
| YTD | +9.9% | +28.9% | -19.0% | -6.8% |
| 1Y | +10.4% | +16.6% | -6.2% | -1.0% |
| 3Y | +93.6% | +63.6% | +30.0% | +38.9% |
| 5Y | -29.4% | +30.0% | -59.4% | -42.2% |
| 10Y | +336.9% | +191.9% | +144.9% | +116.6% |
| All | +359.8% | +260.6% | +99.2% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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