+8.4%
MARA vs LTH
+159.1%
-150.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.5% |
| 7D | +15.6% | +1.5% | +14.1% | +14.6% |
| 30D | +17.2% | -3.1% | +20.3% | +18.7% |
| 3M | -14.2% | +28.1% | -42.3% | -26.1% |
| 6M | +47.7% | +67.4% | -19.7% | +8.8% |
| YTD | +31.7% | +59.8% | -28.0% | -0.6% |
| 1Y | -22.2% | +45.6% | -67.8% | -38.7% |
| 3Y | +8.4% | +162.0% | -153.6% | -38.2% |
| All | +8.4% | +159.1% | -150.7% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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