-16.6%
MARA vs LTH
+249.2%
-265.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.1% | +4.3% |
| 7D | +11.5% | +0.3% | +11.2% | +11.3% |
| 30D | -18.9% | +17.7% | -36.6% | -25.8% |
| 3M | -20.9% | +8.5% | -29.3% | -24.9% |
| 6M | -42.8% | +46.9% | -89.7% | -55.2% |
| YTD | -14.7% | +78.8% | -93.5% | -40.8% |
| 1Y | -47.6% | +84.9% | -132.5% | -64.5% |
| All | -16.6% | +249.2% | -265.7% | -58.9% |
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