-90.5%
MARA vs LDOS
+816.0%
-906.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | +6.0% | -5.4% | +11.4% | +8.6% |
| 30D | +0.6% | +4.9% | -4.3% | -2.7% |
| 3M | -18.5% | +7.2% | -25.7% | -22.9% |
| 6M | +21.7% | -24.2% | +46.0% | +36.3% |
| YTD | +25.9% | -25.8% | +51.7% | +42.1% |
| 1Y | -25.1% | -24.7% | -0.4% | -15.9% |
| 3Y | -5.7% | +39.3% | -45.0% | -21.7% |
| 5Y | -73.9% | +43.3% | -117.3% | -79.1% |
| 10Y | -75.6% | +278.6% | -354.2% | -85.0% |
| All | -90.5% | +816.0% | -906.6% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling