+1,533.3%
LITE vs MARA
-80.5%
+1,613.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.6% | +6.1% | +10.3% |
| 7D | -12.9% | +3.3% | -16.2% | -13.0% |
| 30D | -46.0% | -31.2% | -14.8% | -44.2% |
| 3M | -33.0% | -34.2% | +1.2% | -30.7% |
| 6M | -34.0% | -48.7% | +14.6% | -30.4% |
| YTD | +61.7% | -26.1% | +87.8% | +65.1% |
| 1Y | +148.3% | -58.2% | +206.4% | +163.3% |
| 3Y | +1,408.5% | -28.1% | +1,436.6% | +1,392.1% |
| 5Y | +546.2% | -91.3% | +637.4% | +563.5% |
| 10Y | +1,533.3% | -82.1% | +1,615.4% | +1,279.6% |
| All | +1,533.3% | -80.5% | +1,613.8% | +1,279.6% |
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