-58.7%
MARA vs LH
+44.2%
-102.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.9% | -8.0% | -4.7% |
| 7D | -6.5% | +2.1% | -8.6% | -6.8% |
| 30D | -38.5% | +19.2% | -57.7% | -40.0% |
| 3M | -41.5% | +18.0% | -59.5% | -42.7% |
| 6M | -41.9% | +46.1% | -88.0% | -43.3% |
| YTD | -23.5% | +47.7% | -71.2% | -23.9% |
| 1Y | -58.7% | +47.2% | -105.9% | -58.4% |
| All | -58.7% | +44.2% | -102.9% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling