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

LRCX vs JPM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+302,042.5%
JPM return
+11,071.4%
Excess return
+290,971.1%
Maximum drawdown
-87.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioJPMExcessAlpha
1D+4.2%-1.4%+5.6%+4.9%
7D+10.4%-0.4%+10.8%+10.6%
30D+2.9%-1.1%+4.0%+3.4%
3M-1.2%+14.1%-15.3%-7.7%
6M+60.9%+23.3%+37.6%+44.7%
YTD+87.5%+11.3%+76.3%+77.6%
1Y+206.6%+23.0%+183.6%+176.2%
3Y+392.1%+162.6%+229.5%+201.0%
5Y+478.4%+152.8%+325.7%+260.2%
10Y+3,821.0%+583.6%+3,237.4%+1,408.7%
All+302,042.5%+11,071.4%+290,971.1%+22,106.0%

Cumulative growth

Daily Returns

Daily percentage return beside JPM.

Daily Out/Under-Performance

Portfolio return minus JPM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × JPM 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 JPM 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