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

LRCX vs WULF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+32,598.7%
WULF return
+1,720.0%
Excess return
+30,878.7%
Maximum drawdown
-87.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWULFExcessAlpha
1D+0.1%+3.7%-3.6%-0.2%
7D-3.1%+1.4%-4.5%-3.1%
30D-8.6%-2.6%-5.9%-8.5%
3M-17.7%-34.0%+16.3%-15.8%
6M+36.4%+10.0%+26.4%+35.9%
YTD+74.5%+45.7%+28.9%+71.1%
1Y+159.4%+57.3%+102.1%+152.5%
3Y+361.6%+878.9%-517.4%+296.0%
5Y+425.2%-28.3%+453.6%+355.4%
10Y+3,645.0%+82.7%+3,562.3%+3,021.3%
All+32,598.7%+1,720.0%+30,878.7%+28,563.8%

Cumulative growth

Daily Returns

Daily percentage return beside WULF.

Daily Out/Under-Performance

Portfolio return minus WULF return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WULF 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 WULF 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