-90.4%
MARA vs LULU
+21.5%
-112.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -2.5% |
| 7D | -1.5% | -20.4% | +19.0% | +10.6% |
| 30D | +18.1% | -22.9% | +41.0% | +33.3% |
| 3M | -9.4% | -18.5% | +9.1% | -2.1% |
| 6M | +33.4% | -41.8% | +75.2% | +72.5% |
| YTD | +27.3% | -53.4% | +80.7% | +86.6% |
| 1Y | -27.9% | -40.9% | +13.0% | -9.2% |
| 3Y | +4.8% | -75.6% | +80.3% | +110.6% |
| 5Y | -68.0% | -77.2% | +9.2% | -31.1% |
| 10Y | -74.7% | +49.5% | -124.2% | -70.9% |
| All | -90.4% | +21.5% | -112.0% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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