-74.1%
MARA vs LMT
+188.6%
-262.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.1% | +5.9% | +5.0% |
| 7D | +5.9% | -0.2% | +6.1% | +5.9% |
| 30D | +24.3% | -13.1% | +37.3% | +27.7% |
| 3M | -12.0% | -3.9% | -8.1% | -11.9% |
| 6M | +40.1% | -18.3% | +58.4% | +45.7% |
| YTD | +33.4% | +10.3% | +23.1% | +29.5% |
| 1Y | -23.7% | +14.2% | -38.0% | -26.5% |
| 3Y | +19.0% | +35.0% | -16.0% | +8.0% |
| 5Y | -66.5% | +73.2% | -139.7% | -71.9% |
| All | -74.1% | +188.6% | -262.7% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 10y: compounded portfolio wealth divided by compounded LMT 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…
10y analysis · Full analysis span regression · 6 months rolling