-94.7%
MARA vs LDOS
+816.4%
-911.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.3% | +10.3% | +9.0% |
| 7D | -6.2% | -7.2% | +1.0% | -3.6% |
| 30D | -38.7% | +16.8% | -55.6% | -43.6% |
| 3M | -40.4% | -1.6% | -38.8% | -41.3% |
| 6M | -51.3% | -1.0% | -50.3% | -52.8% |
| YTD | -29.3% | -25.8% | -3.5% | -21.5% |
| 1Y | -60.2% | -31.1% | -29.1% | -54.1% |
| 3Y | -31.3% | +32.8% | -64.1% | -42.4% |
| 5Y | -90.1% | +49.4% | -139.4% | -92.3% |
| 10Y | -81.2% | +253.9% | -335.1% | -88.4% |
| All | -94.7% | +816.4% | -911.1% | -98.3% |
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 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