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  • LRCX vs CRS✓SelectedUSD · CRSLRCX vs CRS performance historyLatest closeAs of-1.43%09/09
Stock and ETF performance explorer

LRCX vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+297,723.7%
CRS return
+9,806.3%
Excess return
+287,917.4%
Maximum drawdown
-87.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D-1.4%0.0%-1.4%-1.4%
7D+9.5%-0.5%+10.1%+9.7%
30D+3.1%-18.1%+21.2%+11.3%
3M-3.4%-12.4%+9.0%+2.2%
6M+49.7%+15.9%+33.8%+42.1%
YTD+84.9%+45.8%+39.0%+59.9%
1Y+200.8%+87.8%+113.1%+133.6%
3Y+385.1%+648.7%-263.7%+110.5%
5Y+460.5%+1,416.6%-956.1%+76.4%
10Y+3,866.3%+1,412.7%+2,453.6%+961.9%
All+297,723.7%+9,806.3%+287,917.4%+26,035.8%

Cumulative growth

Daily Returns

Daily percentage return beside CRS.

Daily Out/Under-Performance

Portfolio return minus CRS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CRS 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 CRS 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