-94.7%
MARA vs LSCC
+1,987.9%
-2,082.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +7.1% | +0.9% | +3.7% |
| 7D | -6.2% | +13.0% | -19.2% | -12.3% |
| 30D | -38.7% | -19.8% | -18.9% | -30.0% |
| 3M | -40.4% | -18.4% | -22.0% | -33.1% |
| 6M | -51.3% | -16.1% | -35.2% | -46.4% |
| YTD | -29.3% | +42.7% | -72.0% | -44.6% |
| 1Y | -60.2% | +68.0% | -128.2% | -71.8% |
| 3Y | -31.3% | +85.8% | -117.1% | -57.9% |
| 5Y | -90.1% | +28.0% | -118.1% | -92.2% |
| 10Y | -81.2% | +1,255.1% | -1,336.3% | -93.8% |
| All | -94.7% | +1,987.9% | -2,082.6% | -98.9% |
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