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

LRCX vs IAG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+16,586.7%
IAG return
+378.9%
Excess return
+16,207.8%
Maximum drawdown
-75.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIAGExcessAlpha
1D-1.4%+2.1%-3.6%-1.7%
7D+9.5%+1.7%+7.9%+9.3%
30D+3.1%+11.4%-8.4%+1.7%
3M-3.4%+33.0%-36.4%-6.7%
6M+49.7%-6.0%+55.7%+50.0%
YTD+84.9%+24.6%+60.3%+79.0%
1Y+200.8%+105.0%+95.8%+176.3%
3Y+385.1%+837.9%-452.8%+272.1%
5Y+460.5%+817.0%-356.5%+314.0%
10Y+3,866.3%+425.3%+3,440.9%+2,796.9%
All+16,586.7%+378.9%+16,207.8%+10,467.0%

Cumulative growth

Daily Returns

Daily percentage return beside IAG.

Daily Out/Under-Performance

Portfolio return minus IAG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × IAG 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 IAG 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