-90.5%
MARA vs LSCC
+2,204.2%
-2,294.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -3.7% |
| 7D | +6.0% | +1.3% | +4.7% | +5.2% |
| 30D | +0.6% | -9.7% | +10.3% | +6.7% |
| 3M | -18.5% | -23.7% | +5.2% | -4.3% |
| 6M | +21.7% | +26.5% | -4.7% | +4.5% |
| YTD | +25.9% | +57.5% | -31.6% | -6.6% |
| 1Y | -25.1% | +75.7% | -100.8% | -48.3% |
| 3Y | -5.7% | +19.5% | -25.2% | -25.6% |
| 5Y | -73.9% | +83.8% | -157.7% | -82.8% |
| 10Y | -75.6% | +1,772.4% | -1,848.0% | -93.1% |
| All | -90.5% | +2,204.2% | -2,294.7% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling