-90.5%
MARA vs LPLA
+1,262.6%
-1,353.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | +6.0% | -3.1% | +9.1% | +8.0% |
| 30D | +0.6% | -0.1% | +0.7% | +0.1% |
| 3M | -18.5% | +23.2% | -41.7% | -28.6% |
| 6M | +21.7% | +15.5% | +6.2% | +9.2% |
| YTD | +25.9% | +0.9% | +25.1% | +22.3% |
| 1Y | -25.1% | +0.2% | -25.3% | -27.4% |
| 3Y | -5.7% | +55.2% | -61.0% | -28.6% |
| 5Y | -73.9% | +145.4% | -219.4% | -84.4% |
| 10Y | -75.6% | +1,229.7% | -1,305.3% | -91.6% |
| All | -90.5% | +1,262.6% | -1,353.1% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling