+351.6%
ARKK vs LNT
+215.5%
+136.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -4.7% | -1.1% | -3.6% | -4.4% |
| 30D | +3.1% | -1.9% | +5.0% | +3.5% |
| 3M | +13.8% | -7.2% | +20.9% | +15.6% |
| 6M | +14.0% | -3.9% | +17.9% | +14.5% |
| YTD | +8.0% | +5.9% | +2.1% | +5.7% |
| 1Y | +9.9% | +8.4% | +1.6% | +6.9% |
| 3Y | +90.2% | +46.6% | +43.6% | +69.6% |
| 5Y | -29.9% | +32.4% | -62.3% | -36.6% |
| 10Y | +329.1% | +147.9% | +181.2% | +244.0% |
| All | +351.6% | +215.5% | +136.1% | +240.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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