-69.6%
MARA vs LCID
-97.6%
+28.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.1% |
| 7D | +15.6% | +1.8% | +13.9% | +14.6% |
| 30D | +17.2% | -34.2% | +51.5% | +40.3% |
| 3M | -14.2% | -9.1% | -5.0% | -18.9% |
| 6M | +47.7% | -52.6% | +100.3% | +85.0% |
| YTD | +31.7% | -56.2% | +87.9% | +71.6% |
| 1Y | -22.2% | -74.9% | +52.7% | +30.7% |
| 3Y | +8.4% | -92.1% | +100.5% | +157.9% |
| All | -69.6% | -97.6% | +28.0% | +90.6% |
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 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