-82.1%
MARA vs LDOS
+262.7%
-344.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.2% | +3.4% |
| 7D | +3.3% | -5.8% | +9.1% | +5.9% |
| 30D | -31.2% | +11.6% | -42.8% | -35.9% |
| 3M | -34.2% | -1.0% | -33.2% | -35.6% |
| 6M | -48.7% | +5.1% | -53.7% | -52.4% |
| YTD | -26.1% | -24.0% | -2.0% | -16.8% |
| 1Y | -58.2% | -30.3% | -27.9% | -50.2% |
| 3Y | -28.1% | +37.0% | -65.0% | -44.4% |
| 5Y | -91.3% | +53.4% | -144.6% | -94.0% |
| 10Y | -82.1% | +252.0% | -334.1% | -92.9% |
| All | -82.1% | +262.7% | -344.8% | -92.9% |
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