-89.2%
MARA vs LDOS
+52.3%
-141.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.8% |
| 6M | -42.8% | +5.6% | -48.4% | -45.9% |
| YTD | -14.7% | -25.1% | +10.4% | -3.7% |
| 1Y | -47.6% | -31.7% | -16.0% | -37.8% |
| 3Y | -20.3% | +33.7% | -54.0% | -29.6% |
| 5Y | -89.2% | +54.4% | -143.5% | -91.3% |
| All | -89.2% | +52.3% | -141.4% | -91.3% |
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