-45.3%
MARA vs LCID
-82.0%
+36.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.2% | +6.3% | +0.1% |
| 7D | +10.1% | -10.2% | +20.3% | +14.0% |
| 30D | -15.1% | -10.2% | -4.9% | -12.3% |
| 3M | -24.1% | -54.1% | +30.0% | -4.2% |
| 6M | -45.2% | -53.8% | +8.6% | -33.8% |
| YTD | -22.2% | -72.0% | +49.9% | +22.7% |
| 1Y | -45.3% | -80.5% | +35.2% | +6.3% |
| All | -45.3% | -82.0% | +36.7% | +6.3% |
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