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

LRCX vs FLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+25,032.8%
FLR return
+587.1%
Excess return
+24,445.7%
Maximum drawdown
-79.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFLRExcessAlpha
1D-1.4%-3.2%+1.7%-0.4%
7D+9.5%-3.1%+12.7%+10.7%
30D+3.1%+4.9%-1.9%+1.3%
3M-3.4%+10.8%-14.2%-6.5%
6M+49.7%+19.7%+30.0%+40.9%
YTD+84.9%+38.4%+46.5%+66.3%
1Y+200.8%+34.7%+166.1%+172.8%
3Y+385.1%+56.7%+328.4%+299.5%
5Y+460.5%+241.6%+218.9%+246.9%
10Y+3,866.3%+20.2%+3,846.1%+2,607.8%
All+25,032.8%+587.1%+24,445.7%+6,266.2%

Cumulative growth

Daily Returns

Daily percentage return beside FLR.

Daily Out/Under-Performance

Portfolio return minus FLR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FLR 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 FLR 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