-74.1%
MARA vs LPLA
+1,251.7%
-1,325.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +3.6% |
| 7D | +5.9% | -1.5% | +7.5% | +7.0% |
| 30D | +24.3% | -6.0% | +30.3% | +28.8% |
| 3M | -12.0% | +24.0% | -36.0% | -25.0% |
| 6M | +40.1% | +17.0% | +23.1% | +21.7% |
| YTD | +33.4% | -0.7% | +34.1% | +29.8% |
| 1Y | -23.7% | +2.1% | -25.9% | -27.5% |
| 3Y | +19.0% | +48.7% | -29.7% | -13.5% |
| 5Y | -66.5% | +151.2% | -217.7% | -83.0% |
| All | -74.1% | +1,251.7% | -1,325.8% | -91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling