Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LRCX vs GS✓SelectedUSD · GSLRCX vs GS performance historyLatest closeAs of+4.15%09/08
Stock and ETF performance explorer

LRCX vs GS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,821.0%
GS return
+652.7%
Excess return
+3,168.3%
Maximum drawdown
-56.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioGSExcessAlpha
1D+4.2%-0.2%+4.4%+4.3%
7D+10.4%+3.4%+7.0%+7.5%
30D+2.9%+0.2%+2.7%+2.8%
3M-1.2%-0.3%-0.8%-0.3%
6M+60.9%+27.4%+33.5%+35.4%
YTD+87.5%+19.6%+67.9%+65.6%
1Y+206.6%+42.5%+164.2%+138.4%
3Y+392.1%+240.4%+151.7%+97.6%
5Y+478.4%+188.9%+289.5%+159.5%
10Y+3,821.0%+642.6%+3,178.4%+831.7%
All+3,821.0%+652.7%+3,168.3%+831.7%

Cumulative growth

Daily Returns

Daily percentage return beside GS.

Daily Out/Under-Performance

Portfolio return minus GS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…

10y analysis · Full analysis span regression · 6 months rolling