+593.6%
LITE vs MARA
-90.1%
+683.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.0% | +2.4% | -2.5% |
| 7D | +22.6% | +22.4% | +0.1% | +18.0% |
| 30D | -36.8% | -21.0% | -15.8% | -33.7% |
| 3M | -33.0% | -25.3% | -7.7% | -29.4% |
| 6M | -37.1% | -43.4% | +6.3% | -30.5% |
| YTD | +69.5% | -19.8% | +89.3% | +74.3% |
| 1Y | +146.1% | -50.0% | +196.1% | +171.5% |
| 3Y | +1,440.8% | -25.1% | +1,465.9% | +1,367.3% |
| All | +593.6% | -90.1% | +683.7% | +631.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling