-88.7%
MARA vs LCID
-99.1%
+10.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.7% | +5.8% | +8.4% |
| 7D | +2.5% | +24.8% | -22.3% | -7.5% |
| 30D | -23.9% | -0.5% | -23.4% | -24.5% |
| 3M | -23.2% | -43.0% | +19.7% | -2.6% |
| 6M | -43.3% | -40.5% | -2.7% | -36.0% |
| YTD | -18.3% | -64.3% | +46.1% | +16.5% |
| 1Y | -52.9% | -78.1% | +25.2% | -14.7% |
| 3Y | -23.6% | -90.1% | +66.5% | +59.9% |
| 5Y | -88.7% | -99.1% | +10.4% | -17.9% |
| All | -88.7% | -99.1% | +10.4% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling