-74.1%
MARA vs LNT
+148.3%
-222.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +5.9% | -1.0% | +7.0% | +6.2% |
| 30D | +24.3% | -4.2% | +28.5% | +25.6% |
| 3M | -12.0% | -6.7% | -5.3% | -10.7% |
| 6M | +40.1% | -3.6% | +43.7% | +40.8% |
| YTD | +33.4% | +5.9% | +27.5% | +30.8% |
| 1Y | -23.7% | +7.3% | -31.0% | -25.5% |
| 3Y | +19.0% | +46.5% | -27.5% | +8.1% |
| 5Y | -66.5% | +32.5% | -98.9% | -69.2% |
| All | -74.1% | +148.3% | -222.4% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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