+8.4%
MARA vs LCID
-92.3%
+100.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.0% |
| 7D | +15.6% | +1.8% | +13.9% | +14.8% |
| 30D | +17.2% | -34.2% | +51.5% | +34.9% |
| 3M | -14.2% | -9.1% | -5.0% | -17.7% |
| 6M | +47.7% | -52.6% | +100.3% | +78.9% |
| YTD | +31.7% | -56.2% | +87.9% | +65.0% |
| 1Y | -22.2% | -74.9% | +52.7% | +18.8% |
| 3Y | +8.4% | -92.1% | +100.5% | +124.2% |
| All | +8.4% | -92.3% | +100.7% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling