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

LRCX vs DLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+14,409.3%
DLR return
+3,617.4%
Excess return
+10,791.9%
Maximum drawdown
-75.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLRExcessAlpha
1D+4.2%+0.6%+3.6%+3.9%
7D+10.4%+3.4%+7.0%+8.7%
30D+2.9%-2.2%+5.1%+4.1%
3M-1.2%+4.7%-5.9%-3.7%
6M+60.9%+9.0%+51.9%+54.3%
YTD+87.5%+24.1%+63.4%+69.6%
1Y+206.6%+20.9%+185.7%+180.6%
3Y+392.1%+60.0%+332.1%+293.9%
5Y+478.4%+35.3%+443.1%+389.8%
10Y+3,821.0%+165.8%+3,655.3%+2,293.4%
All+14,409.3%+3,617.4%+10,791.9%+2,342.6%

Cumulative growth

Daily Returns

Daily percentage return beside DLR.

Daily Out/Under-Performance

Portfolio return minus DLR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DLR 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 DLR 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