+2,502.5%
LITE vs MARA
-74.0%
+2,576.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.6% | +6.4% | +10.7% |
| 7D | +12.6% | +15.6% | -3.0% | +11.3% |
| 30D | +9.9% | +17.2% | -7.3% | +8.6% |
| 3M | +9.3% | -14.2% | +23.4% | +10.5% |
| 6M | +75.2% | +47.7% | +27.5% | +70.4% |
| YTD | +165.5% | +31.7% | +133.7% | +158.5% |
| 1Y | +555.0% | -22.2% | +577.1% | +559.0% |
| 3Y | +1,870.5% | +8.4% | +1,862.0% | +1,771.1% |
| 5Y | +1,009.8% | -68.3% | +1,078.1% | +951.0% |
| 10Y | +2,502.5% | -74.9% | +2,577.3% | +2,082.5% |
| All | +2,502.5% | -74.0% | +2,576.5% | +2,082.5% |
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