+264.1%
MARA vs LCID
-97.1%
+361.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.2% | +6.3% | +0.6% |
| 7D | +10.1% | -10.2% | +20.3% | +14.4% |
| 30D | -15.1% | -10.2% | -4.9% | -12.2% |
| 3M | -24.1% | -54.1% | +30.0% | +0.3% |
| 6M | -45.2% | -53.8% | +8.6% | -32.7% |
| YTD | -22.2% | -72.0% | +49.9% | +14.9% |
| 1Y | -45.3% | -80.5% | +35.2% | -7.1% |
| 3Y | -23.9% | -92.6% | +68.7% | +60.8% |
| 5Y | -90.8% | -99.3% | +8.5% | -58.4% |
| All | +264.1% | -97.1% | +361.2% | +2,170.6% |
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