+57.3%
LLY vs ARKK
-5.7%
+63.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +10.1% | -6.7% | +16.7% | +10.6% |
| 30D | +24.0% | -13.4% | +37.4% | +25.5% |
| 3M | +27.3% | +4.7% | +22.6% | +26.2% |
| 6M | +47.0% | +2.7% | +44.2% | +45.7% |
| YTD | +32.6% | +4.5% | +28.1% | +28.9% |
| 1Y | +57.3% | -3.7% | +61.1% | +53.4% |
| All | +57.3% | -5.7% | +63.0% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling