-90.1%
MARA vs LMT
+818.6%
-908.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +4.1% |
| 7D | +15.6% | -1.5% | +17.2% | +16.1% |
| 30D | +17.2% | -8.2% | +25.5% | +19.3% |
| 3M | -14.2% | +3.7% | -17.9% | -15.7% |
| 6M | +47.7% | -19.2% | +66.9% | +54.9% |
| YTD | +31.7% | +12.9% | +18.9% | +26.7% |
| 1Y | -22.2% | +19.8% | -42.0% | -26.2% |
| 3Y | +8.4% | +37.3% | -28.8% | -3.2% |
| 5Y | -68.3% | +74.4% | -142.7% | -74.0% |
| 10Y | -74.9% | +188.9% | -263.8% | -82.9% |
| All | -90.1% | +818.6% | -908.7% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling