-60.2%
MARA vs LDOS
-31.2%
-29.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.3% | +10.3% | +7.9% |
| 7D | -6.2% | -7.2% | +1.0% | -6.3% |
| 30D | -38.7% | +16.8% | -55.6% | -40.1% |
| 3M | -40.4% | -1.6% | -38.8% | -40.9% |
| 6M | -51.3% | -1.0% | -50.3% | -50.1% |
| YTD | -29.3% | -25.8% | -3.5% | -17.6% |
| 1Y | -60.2% | -31.1% | -29.1% | -49.1% |
| All | -60.2% | -31.2% | -29.0% | -49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling