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  • LRCX vs AXP✓SelectedUSD · AXPLRCX vs AXP performance historyLatest closeAs of+4.15%09/08
Stock and ETF performance explorer

LRCX vs AXP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,821.0%
AXP return
+465.7%
Excess return
+3,355.3%
Maximum drawdown
-56.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioAXPExcessAlpha
1D+4.2%0.0%+4.2%+4.2%
7D+10.4%+0.6%+9.8%+9.9%
30D+2.9%-4.3%+7.3%+5.7%
3M-1.2%+4.7%-5.9%-4.6%
6M+60.9%+9.0%+51.9%+50.9%
YTD+87.5%-11.1%+98.7%+99.3%
1Y+206.6%+1.3%+205.4%+197.9%
3Y+392.1%+114.5%+277.6%+189.7%
5Y+478.4%+118.0%+360.4%+229.9%
10Y+3,821.0%+464.9%+3,356.1%+1,388.4%
All+3,821.0%+465.7%+3,355.3%+1,388.4%

Cumulative growth

Daily Returns

Daily percentage return beside AXP.

Daily Out/Under-Performance

Portfolio return minus AXP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × AXP 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 10y: compounded portfolio wealth divided by compounded AXP 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…

10y analysis · Full analysis span regression · 6 months rolling