-74.1%
MARA vs LH
+183.3%
-257.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +3.7% |
| 7D | +5.9% | -4.7% | +10.6% | +9.7% |
| 30D | +24.3% | -3.5% | +27.8% | +27.9% |
| 3M | -12.0% | +17.7% | -29.7% | -22.3% |
| 6M | +40.1% | +15.8% | +24.3% | +24.2% |
| YTD | +33.4% | +25.1% | +8.3% | +10.9% |
| 1Y | -23.7% | +12.5% | -36.2% | -31.7% |
| 3Y | +19.0% | +59.8% | -40.8% | -19.2% |
| 5Y | -66.5% | +27.1% | -93.6% | -72.7% |
| All | -74.1% | +183.3% | -257.4% | -87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling