+280.1%
LMT vs ARKK
+358.9%
-78.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.0% |
| 7D | -1.3% | +1.4% | -2.7% | -1.5% |
| 30D | -12.5% | +5.1% | -17.6% | -13.0% |
| 3M | -0.5% | +12.7% | -13.2% | -1.9% |
| 6M | -20.0% | +13.8% | -33.8% | -21.4% |
| YTD | +10.4% | +9.9% | +0.5% | +8.7% |
| 1Y | +17.7% | +10.4% | +7.3% | +15.6% |
| 3Y | +34.3% | +93.6% | -59.3% | +20.9% |
| 5Y | +71.8% | -29.4% | +101.2% | +81.6% |
| 10Y | +187.0% | +336.9% | -149.9% | +64.9% |
| All | +280.1% | +358.9% | -78.8% | +112.6% |
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