-80.3%
MARA vs LII
+166.2%
-246.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.4% | +11.0% | +10.9% |
| 7D | +2.5% | +0.4% | +2.1% | +2.2% |
| 30D | -23.9% | -2.4% | -21.6% | -23.9% |
| 3M | -23.2% | -17.5% | -5.7% | -13.6% |
| 6M | -43.3% | -32.8% | -10.4% | -27.5% |
| YTD | -18.3% | -27.7% | +9.4% | -3.1% |
| 1Y | -52.9% | -28.1% | -24.8% | -44.0% |
| 3Y | -23.6% | -9.7% | -14.0% | -26.7% |
| 5Y | -88.7% | +19.5% | -108.2% | -91.4% |
| 10Y | -80.3% | +170.6% | -250.9% | -89.5% |
| All | -80.3% | +166.2% | -246.5% | -89.5% |
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