-68.0%
MARA vs LNT
+30.4%
-98.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.8% |
| 7D | -1.5% | -1.1% | -0.4% | -1.1% |
| 30D | +18.1% | -1.9% | +20.0% | +18.7% |
| 3M | -9.4% | -7.2% | -2.3% | -7.6% |
| 6M | +33.4% | -3.9% | +37.3% | +34.1% |
| YTD | +27.3% | +5.9% | +21.4% | +23.5% |
| 1Y | -27.9% | +8.4% | -36.3% | -30.6% |
| 3Y | +4.8% | +46.6% | -41.8% | -8.1% |
| 5Y | -68.0% | +32.4% | -100.5% | -67.1% |
| All | -68.0% | +30.4% | -98.4% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling