+13.5%
MARA vs LH
+56.3%
-42.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -1.4% |
| 7D | -1.5% | -7.4% | +5.9% | +3.3% |
| 30D | +18.1% | -4.6% | +22.7% | +21.9% |
| 3M | -9.4% | +14.5% | -23.9% | -16.5% |
| 6M | +33.4% | +14.8% | +18.6% | +22.0% |
| YTD | +27.3% | +23.3% | +4.0% | +9.9% |
| 1Y | -27.9% | +13.6% | -41.5% | -34.2% |
| All | +13.5% | +56.3% | -42.8% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling