-90.1%
MARA vs LNT
+397.4%
-487.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.4% |
| 7D | +15.6% | +1.0% | +14.6% | +15.4% |
| 30D | +17.2% | -1.1% | +18.3% | +17.5% |
| 3M | -14.2% | -3.6% | -10.6% | -13.7% |
| 6M | +47.7% | -2.7% | +50.3% | +48.1% |
| YTD | +31.7% | +8.0% | +23.7% | +28.7% |
| 1Y | -22.2% | +10.5% | -32.6% | -24.4% |
| 3Y | +8.4% | +49.6% | -41.1% | -1.6% |
| 5Y | -68.3% | +32.2% | -100.5% | -70.8% |
| 10Y | -74.9% | +141.8% | -216.6% | -79.5% |
| All | -90.1% | +397.4% | -487.5% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling