+331.8%
ARKK vs LUMN
-55.8%
+387.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | -3.1% | +2.5% | -5.6% | -3.4% |
| 30D | +2.7% | +10.3% | -7.6% | +1.1% |
| 3M | +10.8% | -18.3% | +29.0% | +13.7% |
| 6M | +14.4% | +4.4% | +10.0% | +12.7% |
| YTD | +8.7% | -10.7% | +19.3% | +8.4% |
| 1Y | +6.7% | +14.0% | -7.2% | +1.7% |
| 3Y | +87.4% | +406.6% | -319.2% | +21.1% |
| 5Y | -29.5% | -36.8% | +7.3% | -31.3% |
| All | +331.8% | -55.8% | +387.6% | +291.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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