-66.3%
MARA vs LH
+27.0%
-93.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +3.5% |
| 7D | +5.9% | -4.7% | +10.6% | +10.3% |
| 30D | +24.3% | -3.5% | +27.8% | +28.5% |
| 3M | -12.0% | +17.7% | -29.7% | -23.8% |
| 6M | +40.1% | +15.8% | +24.3% | +21.8% |
| YTD | +33.4% | +25.1% | +8.3% | +6.9% |
| 1Y | -23.7% | +12.5% | -36.2% | -32.9% |
| 3Y | +19.0% | +59.8% | -40.8% | -28.9% |
| All | -66.3% | +27.0% | -93.3% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling