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

LRCX vs FTV

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,380.3%
FTV return
+89.3%
Excess return
+4,290.9%
Maximum drawdown
-56.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioFTVExcessAlpha
1D+4.2%-0.8%+4.9%+4.8%
7D+10.4%-0.4%+10.8%+10.7%
30D+2.9%-8.3%+11.2%+10.2%
3M-1.2%-7.4%+6.2%+3.7%
6M+60.9%-1.2%+62.1%+59.8%
YTD+87.5%+2.7%+84.8%+75.1%
1Y+206.6%+18.4%+188.2%+152.6%
3Y+392.1%-2.0%+394.1%+376.7%
5Y+478.4%+3.4%+475.0%+434.6%
10Y+3,821.0%+78.5%+3,742.5%+2,476.3%
All+4,380.3%+89.3%+4,290.9%+2,785.9%

Cumulative growth

Daily Returns

Daily percentage return beside FTV.

Daily Out/Under-Performance

Portfolio return minus FTV return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FTV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FTV 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling