-60.2%
MARA vs LUMN
-63.6%
+3.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.3% | +7.7% | +7.9% |
| 7D | -6.2% | -18.2% | +12.0% | +4.3% |
| 30D | -38.7% | -32.5% | -6.2% | -25.1% |
| 3M | -40.4% | -32.4% | -8.0% | -28.6% |
| 6M | -51.3% | -59.3% | +8.1% | -25.2% |
| YTD | -29.3% | -48.6% | +19.4% | -9.9% |
| 1Y | -60.2% | -63.5% | +3.3% | -41.4% |
| All | -60.2% | -63.6% | +3.4% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling