-23.7%
MARA vs LNT
+8.4%
-32.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +5.9% | -1.0% | +7.0% | +6.1% |
| 30D | +24.3% | -4.2% | +28.5% | +25.2% |
| 3M | -12.0% | -6.7% | -5.3% | -12.3% |
| 6M | +40.1% | -3.6% | +43.7% | +35.5% |
| YTD | +33.4% | +5.9% | +27.5% | +20.9% |
| 1Y | -23.7% | +7.3% | -31.0% | -29.5% |
| All | -23.7% | +8.4% | -32.2% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling