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  • LRCX vs GWRE✓SelectedUSD · GWRELRCX vs GWRE performance historyLatest closeAs of+0.07%09/11
Stock and ETF performance explorer

LRCX vs GWRE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,971.4%
GWRE return
+741.3%
Excess return
+7,230.1%
Maximum drawdown
-56.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWREExcessAlpha
1D+0.1%+0.6%-0.5%-0.1%
7D-3.1%-13.2%+10.2%+1.1%
30D-8.6%-18.6%+10.0%-4.4%
3M-17.7%+18.9%-36.6%-27.2%
6M+36.4%-11.0%+47.3%+29.8%
YTD+74.5%-29.9%+104.4%+79.9%
1Y+159.4%-44.3%+203.8%+193.9%
3Y+361.6%+51.7%+309.9%+217.3%
5Y+425.2%+15.4%+409.8%+295.4%
10Y+3,645.0%+129.4%+3,515.6%+2,138.0%
All+7,971.4%+741.3%+7,230.1%+3,534.6%

Cumulative growth

Daily Returns

Daily percentage return beside GWRE.

Daily Out/Under-Performance

Portfolio return minus GWRE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GWRE 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 GWRE 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