+8.4%
MARA vs LII
+2.8%
+5.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +5.4% |
| 7D | +15.6% | +2.1% | +13.5% | +14.2% |
| 30D | +17.2% | -12.4% | +29.7% | +26.9% |
| 3M | -14.2% | -24.8% | +10.7% | +0.2% |
| 6M | +47.7% | -25.2% | +72.9% | +71.1% |
| YTD | +31.7% | -20.3% | +52.0% | +45.6% |
| 1Y | -22.2% | -32.9% | +10.8% | -2.9% |
| 3Y | +8.4% | +2.0% | +6.4% | +3.3% |
| All | +8.4% | +2.8% | +5.7% | +3.3% |
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 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