-22.2%
MARA vs LSCC
+75.5%
-97.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +3.7% |
| 7D | +15.6% | +5.2% | +10.4% | +12.0% |
| 30D | +17.2% | -9.6% | +26.9% | +24.9% |
| 3M | -14.2% | -17.8% | +3.6% | -4.3% |
| 6M | +47.7% | +37.4% | +10.3% | +23.3% |
| YTD | +31.7% | +59.7% | -27.9% | -4.3% |
| 1Y | -22.2% | +76.2% | -98.4% | -47.1% |
| All | -22.2% | +75.5% | -97.7% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling