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

LRCX vs CAG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+302,042.5%
CAG return
+594.9%
Excess return
+301,447.6%
Maximum drawdown
-87.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCAGExcessAlpha
1D+4.2%-1.4%+5.6%+4.5%
7D+10.4%-5.3%+15.7%+11.7%
30D+2.9%+1.0%+1.9%+2.5%
3M-1.2%+17.4%-18.5%-6.0%
6M+60.9%-16.8%+77.7%+65.7%
YTD+87.5%-6.8%+94.3%+86.8%
1Y+206.6%-15.4%+222.0%+211.8%
3Y+392.1%-37.1%+429.2%+427.1%
5Y+478.4%-41.3%+519.7%+522.1%
10Y+3,821.0%-35.5%+3,856.5%+3,805.7%
All+302,042.5%+594.9%+301,447.6%+91,374.5%

Cumulative growth

Daily Returns

Daily percentage return beside CAG.

Daily Out/Under-Performance

Portfolio return minus CAG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CAG 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 CAG 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