+416.0%
LRCX vs MARA
-65.8%
+481.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.8% | -4.7% | -0.8% |
| 7D | -3.1% | +5.9% | -9.0% | -4.0% |
| 30D | -8.6% | +24.3% | -32.8% | -12.5% |
| 3M | -17.7% | -12.0% | -5.7% | -16.4% |
| 6M | +36.4% | +40.1% | -3.8% | +28.0% |
| YTD | +74.5% | +33.4% | +41.1% | +63.5% |
| 1Y | +159.4% | -23.7% | +183.2% | +163.1% |
| 3Y | +361.6% | +19.0% | +342.6% | +281.7% |
| All | +416.0% | -65.8% | +481.9% | +316.8% |
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 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