-5.7%
MARA vs LSCC
+20.0%
-25.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -3.6% |
| 7D | +6.0% | +1.3% | +4.7% | +5.2% |
| 30D | +0.6% | -9.7% | +10.3% | +6.5% |
| 3M | -18.5% | -23.7% | +5.2% | -5.2% |
| 6M | +21.7% | +26.5% | -4.7% | +6.3% |
| YTD | +25.9% | +57.5% | -31.6% | -4.1% |
| 1Y | -25.1% | +75.7% | -100.8% | -46.6% |
| All | -5.7% | +20.0% | -25.8% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling