-81.1%
MARA vs LDOS
+248.5%
-329.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.3% | +10.3% | +9.2% |
| 7D | -6.2% | -7.2% | +1.0% | -3.1% |
| 30D | -38.7% | +16.8% | -55.6% | -44.5% |
| 3M | -40.4% | -1.6% | -38.8% | -41.6% |
| 6M | -51.3% | -1.0% | -50.3% | -53.2% |
| YTD | -29.3% | -25.8% | -3.5% | -19.5% |
| 1Y | -60.2% | -31.1% | -29.1% | -52.5% |
| 3Y | -31.3% | +32.8% | -64.1% | -46.0% |
| 5Y | -90.1% | +49.4% | -139.4% | -93.0% |
| All | -81.1% | +248.5% | -329.6% | -92.2% |
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