+370.2%
LIN vs ARKK
+367.9%
+2.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -2.1% | +1.9% | -4.0% | -2.6% |
| 30D | -2.4% | +13.2% | -15.6% | -5.4% |
| 3M | -5.6% | +7.7% | -13.3% | -7.7% |
| 6M | -3.4% | +15.1% | -18.5% | -7.5% |
| YTD | +13.1% | +12.1% | +1.0% | +8.6% |
| 1Y | +2.5% | +14.9% | -12.5% | -2.9% |
| 3Y | +27.6% | +99.3% | -71.7% | +0.5% |
| 5Y | +63.0% | -29.9% | +93.0% | +67.3% |
| 10Y | +359.3% | +351.6% | +7.7% | +109.6% |
| All | +370.2% | +367.9% | +2.3% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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