+85.4%
ARKK vs LYFT
-82.5%
+167.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | 0.0% |
| 7D | -3.1% | -8.4% | +5.3% | -0.4% |
| 30D | +2.7% | -7.6% | +10.3% | +5.1% |
| 3M | +10.8% | +11.7% | -1.0% | +6.2% |
| 6M | +14.4% | +15.1% | -0.7% | +8.3% |
| YTD | +8.7% | -20.9% | +29.6% | +15.3% |
| 1Y | +6.7% | -16.4% | +23.1% | +9.7% |
| 3Y | +87.4% | +35.2% | +52.2% | +48.5% |
| 5Y | -29.5% | -69.4% | +39.9% | -22.0% |
| All | +85.4% | -82.5% | +167.9% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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