-74.1%
MARA vs LHX
+227.8%
-301.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.1% | +6.0% | +5.3% |
| 7D | +5.9% | -4.3% | +10.2% | +7.8% |
| 30D | +24.3% | -15.1% | +39.4% | +32.3% |
| 3M | -12.0% | -21.0% | +9.0% | -4.5% |
| 6M | +40.1% | -32.0% | +72.1% | +62.4% |
| YTD | +33.4% | -15.3% | +48.7% | +40.7% |
| 1Y | -23.7% | -11.1% | -12.7% | -21.3% |
| 3Y | +19.0% | +54.0% | -35.0% | -2.5% |
| 5Y | -66.5% | +17.1% | -83.6% | -69.9% |
| All | -74.1% | +227.8% | -301.9% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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