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  • LRCX vs BP✓SelectedUSD · BPLRCX vs BP performance historyLatest closeAs of+5.12%09/04
Stock and ETF performance explorer

LRCX vs BP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+290,000.9%
BP return
+1,327.5%
Excess return
+288,673.4%
Maximum drawdown
-87.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBPExcessAlpha
1D+5.1%+0.5%+4.6%+4.9%
7D+1.9%+3.9%-2.0%+0.1%
30D+0.1%+7.6%-7.5%-3.4%
3M-8.5%+0.7%-9.2%-9.7%
6M+38.1%+15.5%+22.6%+26.2%
YTD+80.1%+30.8%+49.2%+55.0%
1Y+208.1%+34.3%+173.8%+160.5%
3Y+350.2%+35.1%+315.2%+273.1%
5Y+430.7%+126.8%+303.8%+236.4%
10Y+3,633.2%+123.4%+3,509.9%+2,149.7%
All+290,000.9%+1,327.5%+288,673.4%+77,036.1%

Cumulative growth

Daily Returns

Daily percentage return beside BP.

Daily Out/Under-Performance

Portfolio return minus BP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BP 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 BP 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