+354.4%
ARKK vs LYV
+573.9%
-219.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.1% | -1.9% | -1.1% | -2.2% |
| 30D | +2.7% | -8.2% | +10.9% | +7.0% |
| 3M | +10.8% | -1.3% | +12.0% | +11.1% |
| 6M | +14.4% | +2.6% | +11.8% | +12.1% |
| YTD | +8.7% | +19.4% | -10.7% | -1.7% |
| 1Y | +6.7% | -2.2% | +9.0% | +5.5% |
| 3Y | +87.4% | +106.0% | -18.6% | +29.3% |
| 5Y | -29.5% | +97.7% | -127.1% | -49.8% |
| 10Y | +331.8% | +560.5% | -228.7% | +70.9% |
| All | +354.4% | +573.9% | -219.4% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling