-69.3%
MARA vs LII
+21.2%
-90.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +2.8% |
| 7D | +13.8% | +0.5% | +13.4% | +13.4% |
| 30D | +24.7% | -11.2% | +35.9% | +36.9% |
| 3M | -10.4% | -28.8% | +18.4% | +15.0% |
| 6M | +37.6% | -26.9% | +64.6% | +68.8% |
| YTD | +32.7% | -22.2% | +54.9% | +52.6% |
| 1Y | -25.2% | -32.0% | +6.8% | -3.2% |
| 3Y | +9.3% | -0.4% | +9.7% | -15.5% |
| 5Y | -69.3% | +22.4% | -91.8% | -81.8% |
| All | -69.3% | +21.2% | -90.5% | -81.8% |
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