-58.7%
MARA vs LPLA
-16.5%
-42.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.6% | -8.7% | -4.9% |
| 7D | -6.5% | +15.7% | -22.2% | -9.6% |
| 30D | -38.5% | -6.2% | -32.3% | -37.4% |
| 3M | -41.5% | -12.0% | -29.5% | -39.5% |
| 6M | -41.9% | -2.7% | -39.2% | -42.0% |
| YTD | -23.5% | -12.5% | -11.0% | -16.6% |
| 1Y | -58.7% | -16.5% | -42.1% | -52.1% |
| All | -58.7% | -16.5% | -42.2% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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