-23.7%
MARA vs LUMN
+11.9%
-35.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.0% |
| 7D | +5.9% | +2.5% | +3.4% | +4.8% |
| 30D | +24.3% | +10.3% | +13.9% | +18.7% |
| 3M | -12.0% | -18.3% | +6.3% | -5.0% |
| 6M | +40.1% | +4.4% | +35.8% | +34.1% |
| YTD | +33.4% | -10.7% | +44.1% | +32.0% |
| 1Y | -23.7% | +14.0% | -37.7% | -26.9% |
| All | -23.7% | +11.9% | -35.7% | -26.9% |
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