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

LRCX vs WAB

vs
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Portfolio return
+17,082.1%
WAB return
+4,056.8%
Excess return
+13,025.3%
Maximum drawdown
-87.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioWABExcessAlpha
1D-1.4%-1.4%0.0%-0.8%
7D+9.5%+0.2%+9.3%+9.5%
30D+3.1%-4.6%+7.6%+5.5%
3M-3.4%+5.6%-9.0%-5.7%
6M+49.7%+13.8%+35.9%+41.8%
YTD+84.9%+31.9%+53.0%+64.0%
1Y+200.8%+48.3%+152.6%+153.7%
3Y+385.1%+167.1%+217.9%+216.1%
5Y+460.5%+222.9%+237.6%+240.3%
10Y+3,866.3%+289.9%+3,576.3%+1,974.9%
All+17,082.1%+4,056.8%+13,025.3%+3,046.8%

Cumulative growth

Daily Returns

Daily percentage return beside WAB.

Daily Out/Under-Performance

Portfolio return minus WAB return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WAB 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded WAB 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…

1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling