-82.1%
MARA vs LSCC
+1,398.6%
-1,480.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.4% | -3.9% | -1.2% |
| 7D | +3.3% | +19.3% | -16.1% | -7.8% |
| 30D | -31.2% | -9.6% | -21.5% | -26.4% |
| 3M | -34.2% | -12.4% | -21.8% | -28.8% |
| 6M | -48.7% | -10.5% | -38.2% | -45.7% |
| YTD | -26.1% | +54.8% | -80.8% | -47.8% |
| 1Y | -58.2% | +79.4% | -137.5% | -73.4% |
| 3Y | -28.1% | +109.6% | -137.6% | -63.7% |
| 5Y | -91.3% | +40.4% | -131.6% | -94.1% |
| 10Y | -82.1% | +1,379.1% | -1,461.2% | -91.7% |
| All | -82.1% | +1,398.6% | -1,480.7% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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