-87.4%
MARA vs LDOS
+48.3%
-135.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | +10.1% | -1.6% | +11.7% | +10.8% |
| 30D | -15.1% | +8.2% | -23.3% | -18.5% |
| 3M | -24.1% | -8.2% | -15.9% | -22.8% |
| 6M | -45.2% | +5.8% | -51.0% | -48.4% |
| YTD | -22.2% | -27.0% | +4.8% | -11.2% |
| 1Y | -45.3% | -31.0% | -14.3% | -35.6% |
| 3Y | -23.9% | +29.3% | -53.1% | -32.1% |
| All | -87.4% | +48.3% | -135.7% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling