-81.8%
MARA vs LTH
+180.7%
-262.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -4.3% |
| 7D | +10.1% | -1.3% | +11.4% | +11.1% |
| 30D | -15.1% | +15.7% | -30.7% | -23.5% |
| 3M | -24.1% | +5.0% | -29.1% | -27.8% |
| 6M | -45.2% | +37.7% | -82.9% | -57.5% |
| YTD | -22.2% | +75.0% | -97.2% | -49.4% |
| 1Y | -45.3% | +82.6% | -128.0% | -65.7% |
| 3Y | -23.9% | +241.3% | -265.2% | -71.4% |
| 5Y | -90.8% | +135.4% | -226.2% | -96.3% |
| All | -81.8% | +180.7% | -262.6% | -92.2% |
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 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