+361.6%
LRCX vs MARA
+13.6%
+348.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.8% | -4.7% | -0.9% |
| 7D | -3.1% | +5.9% | -9.0% | -4.1% |
| 30D | -8.6% | +24.3% | -32.8% | -12.8% |
| 3M | -17.7% | -12.0% | -5.7% | -16.4% |
| 6M | +36.4% | +40.1% | -3.8% | +28.3% |
| YTD | +74.5% | +33.4% | +41.1% | +63.8% |
| 1Y | +159.4% | -23.7% | +183.2% | +161.8% |
| 3Y | +361.6% | +19.0% | +342.6% | +325.8% |
| All | +361.6% | +13.6% | +348.0% | +325.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling