-90.1%
MARA vs LH
+358.6%
-448.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +5.0% |
| 7D | +15.6% | -0.8% | +16.5% | +16.3% |
| 30D | +17.2% | +2.0% | +15.2% | +16.0% |
| 3M | -14.2% | +24.3% | -38.4% | -25.8% |
| 6M | +47.7% | +21.1% | +26.6% | +29.2% |
| YTD | +31.7% | +30.4% | +1.3% | +9.1% |
| 1Y | -22.2% | +18.4% | -40.5% | -31.7% |
| 3Y | +8.4% | +65.5% | -57.0% | -23.9% |
| 5Y | -68.3% | +29.9% | -98.1% | -73.8% |
| 10Y | -74.9% | +186.6% | -261.5% | -86.4% |
| All | -90.1% | +358.6% | -448.7% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling