+35.0%
LMT vs ARKK
+89.0%
-54.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -0.2% | -3.1% | +2.9% | -0.2% |
| 30D | -13.1% | +2.7% | -15.8% | -13.1% |
| 3M | -3.9% | +10.8% | -14.6% | -4.0% |
| 6M | -18.3% | +14.4% | -32.6% | -18.5% |
| YTD | +10.3% | +8.7% | +1.7% | +10.0% |
| 1Y | +14.2% | +6.7% | +7.5% | +14.1% |
| 3Y | +35.0% | +87.4% | -52.4% | +41.4% |
| All | +35.0% | +89.0% | -54.0% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling