+18.4%
MARA vs LPLA
+44.8%
-26.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.9% |
| 7D | +13.8% | -1.5% | +15.4% | +14.9% |
| 30D | +24.7% | -6.0% | +30.7% | +28.6% |
| 3M | -10.4% | +21.4% | -31.8% | -21.8% |
| 6M | +37.6% | +12.1% | +25.6% | +24.3% |
| YTD | +32.7% | -1.8% | +34.6% | +32.3% |
| 1Y | -25.2% | +3.2% | -28.4% | -28.2% |
| All | +18.4% | +44.8% | -26.4% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling