Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LRCX vs ILMN✓SelectedUSD · ILMNLRCX vs ILMN performance historyLatest closeAs of-1.43%09/09
Stock and ETF performance explorer

LRCX vs ILMN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,866.3%
ILMN return
+25.5%
Excess return
+3,840.8%
Maximum drawdown
-56.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioILMNExcessAlpha
1D-1.4%-2.9%+1.4%-0.4%
7D+9.5%-3.9%+13.4%+11.0%
30D+3.1%+6.9%-3.8%0.0%
3M-3.4%+28.1%-31.5%-12.7%
6M+49.7%+65.0%-15.3%+22.5%
YTD+84.9%+56.3%+28.6%+52.8%
1Y+200.8%+108.7%+92.1%+118.3%
3Y+385.1%+33.1%+352.0%+299.5%
5Y+460.5%-54.1%+514.6%+586.8%
10Y+3,866.3%+27.8%+3,838.4%+3,170.4%
All+3,866.3%+25.5%+3,840.8%+3,170.4%

Cumulative growth

Daily Returns

Daily percentage return beside ILMN.

Daily Out/Under-Performance

Portfolio return minus ILMN return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ILMN 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 ILMN 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