-76.0%
MARA vs LDOS
+270.7%
-346.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.8% |
| 7D | +6.0% | -5.4% | +11.4% | +9.1% |
| 30D | +0.6% | +4.9% | -4.3% | -3.4% |
| 3M | -18.5% | +7.2% | -25.7% | -23.8% |
| 6M | +21.7% | -24.2% | +46.0% | +39.9% |
| YTD | +25.9% | -25.8% | +51.7% | +45.9% |
| 1Y | -25.1% | -24.7% | -0.4% | -13.8% |
| 3Y | -5.7% | +39.3% | -45.0% | -26.5% |
| 5Y | -73.9% | +43.3% | -117.3% | -80.7% |
| All | -76.0% | +270.7% | -346.7% | -86.6% |
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