-82.2%
MARA vs LDOS
+226.9%
-309.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | +10.1% | -1.6% | +11.7% | +11.1% |
| 30D | -15.1% | +8.2% | -23.3% | -19.6% |
| 3M | -24.1% | -8.2% | -15.9% | -22.5% |
| 6M | -45.2% | +5.8% | -51.0% | -49.5% |
| YTD | -22.2% | -27.0% | +4.8% | -10.6% |
| 1Y | -45.3% | -31.0% | -14.3% | -34.8% |
| 3Y | -23.9% | +29.3% | -53.1% | -39.2% |
| 5Y | -90.8% | +48.7% | -139.5% | -93.5% |
| All | -82.2% | +226.9% | -309.1% | -90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling