-82.1%
MARA vs LII
+170.7%
-252.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +3.0% |
| 7D | +3.3% | -1.2% | +4.4% | +4.0% |
| 30D | -31.2% | -2.0% | -29.2% | -31.3% |
| 3M | -34.2% | -20.2% | -14.0% | -24.0% |
| 6M | -48.7% | -32.5% | -16.1% | -34.6% |
| YTD | -26.1% | -27.4% | +1.3% | -12.6% |
| 1Y | -58.2% | -28.2% | -30.0% | -50.2% |
| 3Y | -28.1% | -7.2% | -20.8% | -32.4% |
| 5Y | -91.3% | +19.9% | -111.2% | -93.4% |
| 10Y | -82.1% | +168.6% | -250.7% | -90.3% |
| All | -82.1% | +170.7% | -252.8% | -90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling