-58.7%
MARA vs LII
-26.0%
-32.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.6% | -7.6% | -5.2% |
| 7D | -6.5% | +7.9% | -14.4% | -9.2% |
| 30D | -38.5% | -0.6% | -37.9% | -38.8% |
| 3M | -41.5% | -19.3% | -22.2% | -36.6% |
| 6M | -41.9% | -29.8% | -12.1% | -33.4% |
| YTD | -23.5% | -25.4% | +1.9% | -15.6% |
| 1Y | -58.7% | -26.2% | -32.5% | -54.3% |
| All | -58.7% | -26.0% | -32.7% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling