-28.1%
MARA vs LII
-8.9%
-19.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +3.3% |
| 7D | +3.3% | -1.2% | +4.4% | +3.9% |
| 30D | -31.2% | -2.0% | -29.2% | -31.3% |
| 3M | -34.2% | -20.2% | -14.0% | -25.3% |
| 6M | -48.7% | -32.5% | -16.1% | -36.4% |
| YTD | -26.1% | -27.4% | +1.3% | -14.5% |
| 1Y | -58.2% | -28.2% | -30.0% | -51.2% |
| 3Y | -28.1% | -7.2% | -20.8% | -34.9% |
| All | -28.1% | -8.9% | -19.1% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling