-22.2%
MARA vs LII
-32.7%
+10.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +5.2% |
| 7D | +15.6% | +2.1% | +13.5% | +14.7% |
| 30D | +17.2% | -12.4% | +29.7% | +23.5% |
| 3M | -14.2% | -24.8% | +10.7% | -4.2% |
| 6M | +47.7% | -25.2% | +72.9% | +65.3% |
| YTD | +31.7% | -20.3% | +52.0% | +44.8% |
| 1Y | -22.2% | -32.9% | +10.8% | -13.1% |
| All | -22.2% | -32.7% | +10.6% | -13.1% |
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