+87.4%
ARKK vs LUNR
+228.4%
-141.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.5% | +0.9% |
| 7D | -3.1% | -3.1% | 0.0% | -2.7% |
| 30D | +2.7% | -15.3% | +18.1% | +4.9% |
| 3M | +10.8% | -53.2% | +63.9% | +21.9% |
| 6M | +14.4% | -22.2% | +36.6% | +14.7% |
| YTD | +8.7% | -11.6% | +20.2% | +5.5% |
| 1Y | +6.7% | +68.4% | -61.7% | -6.1% |
| 3Y | +87.4% | +216.8% | -129.4% | +45.8% |
| All | +87.4% | +228.4% | -141.0% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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