Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LRCX vs FLEX✓SelectedUSD · FLEXLRCX vs FLEX performance historyLatest closeAs of+5.12%09/04
Stock and ETF performance explorer

LRCX vs FLEX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+28,341.3%
FLEX return
+7,523.3%
Excess return
+20,817.9%
Maximum drawdown
-87.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFLEXExcessAlpha
1D+5.1%+1.5%+3.6%+4.4%
7D+1.9%-0.9%+2.8%+2.4%
30D+0.1%-10.1%+10.2%+5.1%
3M-8.5%-31.3%+22.9%+10.1%
6M+38.1%+71.3%-33.2%+7.1%
YTD+80.1%+81.2%-1.2%+36.3%
1Y+208.1%+98.5%+109.6%+124.1%
3Y+350.2%+428.2%-78.0%+110.5%
5Y+430.7%+657.3%-226.6%+113.0%
10Y+3,633.2%+995.9%+2,637.3%+1,075.5%
All+28,341.3%+7,523.3%+20,817.9%+4,441.4%

Cumulative growth

Daily Returns

Daily percentage return beside FLEX.

Daily Out/Under-Performance

Portfolio return minus FLEX return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FLEX 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 FLEX 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