+351.6%
ARKK vs LVS
-4.0%
+355.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.1% |
| 7D | -4.7% | -4.3% | -0.4% | -2.9% |
| 30D | +3.1% | -6.8% | +9.9% | +6.0% |
| 3M | +13.8% | -15.6% | +29.4% | +21.7% |
| 6M | +14.0% | -20.6% | +34.6% | +24.7% |
| YTD | +8.0% | -33.4% | +41.4% | +26.4% |
| 1Y | +9.9% | -20.1% | +30.1% | +18.0% |
| 3Y | +90.2% | -7.4% | +97.6% | +86.1% |
| 5Y | -29.9% | +8.5% | -38.4% | -38.1% |
| 10Y | +329.1% | -1.7% | +330.8% | +271.9% |
| All | +351.6% | -4.0% | +355.6% | +277.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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