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

LRCX vs FAST

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+290,000.9%
FAST return
+71,032.5%
Excess return
+218,968.4%
Maximum drawdown
-87.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFASTExcessAlpha
1D+5.1%+0.8%+4.4%+4.8%
7D+1.9%-0.4%+2.3%+2.1%
30D+0.1%-0.8%+0.9%+0.4%
3M-8.5%+5.8%-14.2%-11.2%
6M+38.1%+8.0%+30.1%+32.5%
YTD+80.1%+25.6%+54.4%+60.3%
1Y+208.1%+0.8%+207.2%+201.9%
3Y+350.2%+86.1%+264.1%+228.7%
5Y+430.7%+100.2%+330.5%+278.1%
10Y+3,633.2%+494.2%+3,139.0%+1,543.4%
All+290,000.9%+71,032.5%+218,968.4%+21,330.0%

Cumulative growth

Daily Returns

Daily percentage return beside FAST.

Daily Out/Under-Performance

Portfolio return minus FAST return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FAST 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 FAST 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