+299.0%
MARA vs LCID
-96.4%
+395.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.7% | +7.0% | +5.4% |
| 7D | +11.5% | +8.9% | +2.6% | +8.3% |
| 30D | -18.9% | +6.8% | -25.7% | -21.3% |
| 3M | -20.9% | -45.2% | +24.4% | -2.0% |
| 6M | -42.8% | -39.1% | -3.7% | -36.8% |
| YTD | -14.7% | -65.3% | +50.6% | +16.2% |
| 1Y | -47.6% | -78.4% | +30.8% | -14.0% |
| 3Y | -20.3% | -90.3% | +70.1% | +52.3% |
| 5Y | -89.2% | -99.2% | +10.0% | -54.7% |
| All | +299.0% | -96.4% | +395.4% | +2,195.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling