-80.3%
MARA vs LDOS
+254.8%
-335.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.1% | +9.5% | +10.0% |
| 7D | +2.5% | +1.9% | +0.6% | +1.5% |
| 30D | -23.9% | +12.8% | -36.7% | -29.5% |
| 3M | -23.2% | -1.0% | -22.2% | -24.7% |
| 6M | -43.3% | +6.2% | -49.5% | -47.6% |
| YTD | -18.3% | -23.2% | +5.0% | -8.5% |
| 1Y | -52.9% | -29.5% | -23.4% | -44.3% |
| 3Y | -23.6% | +37.1% | -60.7% | -40.9% |
| 5Y | -88.7% | +55.6% | -144.3% | -92.2% |
| 10Y | -80.3% | +249.4% | -329.7% | -92.3% |
| All | -80.3% | +254.8% | -335.2% | -92.3% |
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