+9,151.5%
LRCX vs MARA
-77.5%
+9,229.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | +9.5% | +13.8% | -4.3% | +8.9% |
| 30D | +3.1% | +24.7% | -21.6% | +1.9% |
| 3M | -3.4% | -10.4% | +7.1% | -3.0% |
| 6M | +49.7% | +37.6% | +12.0% | +47.5% |
| YTD | +84.9% | +32.7% | +52.1% | +82.0% |
| 1Y | +200.8% | -25.2% | +226.0% | +202.7% |
| 3Y | +385.1% | +9.3% | +375.8% | +369.1% |
| 5Y | +460.5% | -69.3% | +529.8% | +442.6% |
| 10Y | +3,866.3% | -73.6% | +3,939.8% | +3,377.6% |
| All | +9,151.5% | -77.5% | +9,229.0% | +8,124.0% |
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