-80.1%
MARA vs LTH
+186.8%
-266.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.1% | +4.2% |
| 7D | +11.5% | +0.3% | +11.2% | +11.2% |
| 30D | -18.9% | +17.7% | -36.6% | -27.8% |
| 3M | -20.9% | +8.5% | -29.3% | -26.3% |
| 6M | -42.8% | +46.9% | -89.7% | -57.6% |
| YTD | -14.7% | +78.8% | -93.5% | -45.3% |
| 1Y | -47.6% | +84.9% | -132.5% | -67.4% |
| 3Y | -20.3% | +246.4% | -266.6% | -70.3% |
| 5Y | -89.2% | +129.6% | -218.7% | -95.7% |
| All | -80.1% | +186.8% | -266.8% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling