+1,402.3%
LITE vs MARA
-81.1%
+1,483.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.0% | -2.3% | +5.0% |
| 7D | -35.9% | -6.2% | -29.7% | -35.5% |
| 30D | -51.5% | -38.7% | -12.8% | -49.5% |
| 3M | -35.7% | -40.4% | +4.6% | -33.0% |
| 6M | -43.0% | -51.3% | +8.3% | -39.6% |
| YTD | +46.1% | -29.3% | +75.4% | +49.6% |
| 1Y | +124.7% | -60.2% | +184.9% | +139.2% |
| 3Y | +1,172.1% | -31.3% | +1,203.3% | +1,161.5% |
| 5Y | +477.0% | -90.1% | +567.1% | +489.5% |
| All | +1,402.3% | -81.1% | +1,483.4% | +1,160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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