+275.0%
MARA vs LCID
-96.8%
+371.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -11.3% | +5.3% | -1.7% |
| 7D | +22.4% | +9.2% | +13.2% | +18.3% |
| 30D | -21.0% | -3.0% | -18.0% | -20.5% |
| 3M | -25.3% | -50.2% | +24.9% | -4.1% |
| 6M | -43.4% | -45.8% | +2.4% | -34.6% |
| YTD | -19.8% | -69.2% | +49.4% | +14.2% |
| 1Y | -50.0% | -80.4% | +30.3% | -15.0% |
| 3Y | -25.1% | -91.4% | +66.4% | +49.7% |
| 5Y | -90.5% | -99.3% | +8.7% | -58.6% |
| All | +275.0% | -96.8% | +371.8% | +2,157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling