+5,083.9%
LITE vs MARA
-76.4%
+5,160.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.2% |
| 7D | -1.5% | +6.0% | -7.5% | -2.0% |
| 30D | +6.7% | +0.6% | +6.0% | +6.5% |
| 3M | -6.8% | -18.5% | +11.8% | -5.4% |
| 6M | +29.4% | +21.7% | +7.7% | +27.7% |
| YTD | +139.1% | +25.9% | +113.1% | +133.6% |
| 1Y | +521.0% | -25.1% | +546.1% | +526.5% |
| 3Y | +1,535.3% | -5.7% | +1,541.0% | +1,465.5% |
| 5Y | +889.8% | -73.9% | +963.8% | +846.7% |
| 10Y | +2,400.7% | -75.6% | +2,476.3% | +1,963.6% |
| All | +5,083.9% | -76.4% | +5,160.3% | +4,284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling