+2,080.1%
LLY vs ARKK
+293.0%
+1,787.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +1.5% |
| 7D | +6.7% | -0.6% | +7.4% | +6.8% |
| 30D | +19.6% | -11.2% | +30.8% | +21.4% |
| 3M | +19.7% | -9.2% | +28.9% | +21.0% |
| 6M | +42.7% | -3.9% | +46.7% | +42.7% |
| YTD | +35.1% | -2.5% | +37.6% | +34.3% |
| 1Y | +42.2% | -2.7% | +44.9% | +41.2% |
| 3Y | +140.8% | +87.9% | +52.9% | +112.5% |
| 5Y | +480.6% | -35.7% | +516.2% | +502.4% |
| All | +2,080.1% | +293.0% | +1,787.1% | +1,160.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling