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

LRCX vs GLW

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+290,000.9%
GLW return
+4,677.5%
Excess return
+285,323.4%
Maximum drawdown
-87.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGLWExcessAlpha
1D+5.1%+5.7%-0.6%+2.4%
7D+1.9%+3.8%-1.9%+0.2%
30D+0.1%-1.3%+1.4%+0.4%
3M-8.5%-21.8%+13.3%+2.8%
6M+38.1%+6.9%+31.2%+32.1%
YTD+80.1%+77.2%+2.9%+34.3%
1Y+208.1%+123.2%+84.8%+106.9%
3Y+350.2%+400.0%-49.8%+106.7%
5Y+430.7%+342.8%+87.9%+160.0%
10Y+3,633.2%+771.4%+2,861.8%+1,273.6%
All+290,000.9%+4,677.5%+285,323.4%+32,606.1%

Cumulative growth

Daily Returns

Daily percentage return beside GLW.

Daily Out/Under-Performance

Portfolio return minus GLW return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GLW 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 GLW 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