+354.4%
ARKK vs LHX
+345.1%
+9.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +1.0% |
| 7D | -3.1% | -4.3% | +1.2% | -1.5% |
| 30D | +2.7% | -15.1% | +17.9% | +8.9% |
| 3M | +10.8% | -21.0% | +31.7% | +19.8% |
| 6M | +14.4% | -32.0% | +46.4% | +30.9% |
| YTD | +8.7% | -15.3% | +24.0% | +14.1% |
| 1Y | +6.7% | -11.1% | +17.8% | +9.8% |
| 3Y | +87.4% | +54.0% | +33.4% | +54.3% |
| 5Y | -29.5% | +17.1% | -46.6% | -37.2% |
| 10Y | +331.8% | +225.8% | +106.0% | +137.4% |
| All | +354.4% | +345.1% | +9.3% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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