-36.4%
MARA vs LDOS
+35.4%
-71.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.1% | -14.5% | -14.4% |
| 7D | -18.0% | -3.7% | -14.3% | -17.4% |
| 30D | -46.4% | +16.4% | -62.8% | -50.0% |
| 3M | -47.7% | +7.4% | -55.1% | -50.7% |
| 6M | -51.6% | -0.3% | -51.3% | -52.4% |
| YTD | -34.5% | -24.0% | -10.5% | -23.8% |
| 1Y | -65.7% | -29.6% | -36.1% | -57.9% |
| All | -36.4% | +35.4% | -71.7% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling