-74.9%
MARA vs LDOS
+260.1%
-335.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.9% | +7.5% | +6.2% |
| 7D | +15.6% | -7.1% | +22.8% | +20.1% |
| 30D | +17.2% | -6.1% | +23.3% | +20.2% |
| 3M | -14.2% | +5.6% | -19.8% | -19.1% |
| 6M | +47.7% | -26.9% | +74.6% | +73.1% |
| YTD | +31.7% | -27.9% | +59.7% | +54.9% |
| 1Y | -22.2% | -26.8% | +4.6% | -9.1% |
| 3Y | +8.4% | +39.6% | -31.2% | -15.7% |
| 5Y | -68.3% | +39.4% | -107.6% | -76.2% |
| 10Y | -74.9% | +260.0% | -334.8% | -85.8% |
| All | -74.9% | +260.1% | -335.0% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LDOS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling