-58.7%
MARA vs LCID
-79.4%
+20.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +11.6% | -15.6% | -7.6% |
| 7D | -6.5% | -1.2% | -5.4% | -6.4% |
| 30D | -38.5% | -19.2% | -19.3% | -34.6% |
| 3M | -41.5% | -56.7% | +15.2% | -25.0% |
| 6M | -41.9% | -49.6% | +7.7% | -31.6% |
| YTD | -23.5% | -68.1% | +44.6% | +15.1% |
| 1Y | -58.7% | -79.4% | +20.7% | -18.2% |
| All | -58.7% | -79.4% | +20.7% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 1y: compounded portfolio wealth divided by compounded LCID 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…
1y analysis · Full analysis span regression · 6 months rolling