-3.7%
ARKK vs LYV
+25.0%
-28.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.6% |
| 7D | -6.7% | +6.2% | -12.9% | -8.2% |
| 30D | -13.4% | +7.3% | -20.7% | -15.0% |
| 3M | +4.7% | -0.3% | +5.0% | +4.6% |
| 6M | +2.7% | +16.2% | -13.5% | -1.4% |
| YTD | +4.5% | +28.5% | -24.1% | -2.0% |
| 1Y | -3.7% | +21.5% | -25.3% | -9.8% |
| All | -3.7% | +25.0% | -28.7% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 1y: compounded portfolio wealth divided by compounded LYV 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…
1y analysis · Full analysis span regression · 6 months rolling