-16.6%
MARA vs LDOS
+33.8%
-50.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.8% | +5.2% |
| 7D | +11.5% | -1.3% | +12.8% | +11.9% |
| 30D | -18.9% | +10.1% | -29.0% | -22.6% |
| 3M | -20.9% | -4.7% | -16.2% | -20.7% |
| 6M | -42.8% | +5.6% | -48.4% | -46.0% |
| YTD | -14.7% | -25.1% | +10.4% | -0.3% |
| 1Y | -47.6% | -31.7% | -16.0% | -34.8% |
| All | -16.6% | +33.8% | -50.4% | -32.0% |
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