+495.3%
MARA vs LCID
-95.9%
+591.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.3% |
| 7D | -1.5% | -9.1% | +7.7% | +2.0% |
| 30D | +18.1% | -37.6% | +55.7% | +40.6% |
| 3M | -9.4% | -11.1% | +1.6% | -12.8% |
| 6M | +33.4% | -59.2% | +92.6% | +71.8% |
| YTD | +27.3% | -60.5% | +87.7% | +66.7% |
| 1Y | -27.9% | -78.5% | +50.6% | +19.4% |
| 3Y | +4.8% | -92.8% | +97.6% | +127.7% |
| 5Y | -68.0% | -97.9% | +29.9% | +12.2% |
| All | +495.3% | -95.9% | +591.2% | +3,192.6% |
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