-87.4%
MARA vs LH
+54.7%
-142.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.5% |
| 7D | +10.1% | +1.1% | +9.0% | +9.2% |
| 30D | -15.1% | +16.7% | -31.8% | -25.2% |
| 3M | -24.1% | +15.1% | -39.2% | -32.5% |
| 6M | -45.2% | +46.3% | -91.5% | -60.8% |
| YTD | -22.2% | +48.8% | -70.9% | -46.0% |
| 1Y | -45.3% | +39.7% | -85.0% | -59.8% |
| 3Y | -23.9% | +87.0% | -110.9% | -59.4% |
| All | -87.4% | +54.7% | -142.1% | -93.0% |
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