+97.1%
ARKK vs LSCC
+27.3%
+69.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.7% |
| 7D | +3.6% | +5.2% | -1.6% | +1.6% |
| 30D | +8.4% | -9.6% | +18.0% | +12.3% |
| 3M | +13.4% | -17.8% | +31.2% | +20.3% |
| 6M | +18.9% | +37.4% | -18.5% | +1.9% |
| YTD | +11.9% | +59.7% | -47.8% | -11.3% |
| 1Y | +13.1% | +76.2% | -63.2% | -14.5% |
| 3Y | +97.1% | +28.2% | +68.9% | +42.7% |
| All | +97.1% | +27.3% | +69.8% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 3y: compounded portfolio wealth divided by compounded LSCC 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…
3y analysis · Full analysis span regression · 6 months rolling