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

LRCX vs CF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,821.0%
CF return
+589.1%
Excess return
+3,231.9%
Maximum drawdown
-56.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCFExcessAlpha
1D+4.2%+0.7%+3.4%+4.0%
7D+10.4%-0.9%+11.4%+10.6%
30D+2.9%+18.1%-15.2%-1.3%
3M-1.2%+23.4%-24.5%-6.9%
6M+60.9%+17.1%+43.8%+48.9%
YTD+87.5%+76.2%+11.3%+52.3%
1Y+206.6%+62.3%+144.4%+153.7%
3Y+392.1%+71.8%+320.3%+288.1%
5Y+478.4%+234.6%+243.9%+233.0%
10Y+3,821.0%+574.3%+3,246.7%+1,734.3%
All+3,821.0%+589.1%+3,231.9%+1,734.3%

Cumulative growth

Daily Returns

Daily percentage return beside CF.

Daily Out/Under-Performance

Portfolio return minus CF return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CF 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 CF 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