-91.3%
MARA vs LII
+23.0%
-114.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +2.8% |
| 7D | +3.3% | -1.2% | +4.4% | +4.1% |
| 30D | -31.2% | -2.0% | -29.2% | -31.4% |
| 3M | -34.2% | -20.2% | -14.0% | -22.5% |
| 6M | -48.7% | -32.5% | -16.1% | -32.7% |
| YTD | -26.1% | -27.4% | +1.3% | -11.8% |
| 1Y | -58.2% | -28.2% | -30.0% | -49.7% |
| 3Y | -28.1% | -7.2% | -20.8% | -42.0% |
| 5Y | -91.3% | +19.9% | -111.2% | -95.2% |
| All | -91.3% | +23.0% | -114.3% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling