+329.1%
ARKK vs LII
+170.6%
+158.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.3% |
| 7D | -4.7% | -3.5% | -1.2% | -2.8% |
| 30D | +3.1% | -13.5% | +16.6% | +11.5% |
| 3M | +13.8% | -26.0% | +39.8% | +30.9% |
| 6M | +14.0% | -26.8% | +40.8% | +30.3% |
| YTD | +8.0% | -22.9% | +30.8% | +18.4% |
| 1Y | +9.9% | -32.6% | +42.5% | +30.2% |
| 3Y | +90.2% | -1.3% | +91.4% | +71.1% |
| 5Y | -29.9% | +23.1% | -53.0% | -47.5% |
| All | +329.1% | +170.6% | +158.5% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling