Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LRCX vs WYNN✓SelectedUSD · WYNNLRCX vs WYNN performance historyLatest closeAs of+0.07%09/11
Stock and ETF performance explorer

LRCX vs WYNN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+31,682.2%
WYNN return
+1,166.9%
Excess return
+30,515.3%
Maximum drawdown
-75.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWYNNExcessAlpha
1D+0.1%-0.8%+0.9%+0.3%
7D-3.1%-4.2%+1.1%-1.6%
30D-8.6%-14.6%+6.1%-3.6%
3M-17.7%-18.4%+0.7%-12.2%
6M+36.4%-11.9%+48.3%+41.9%
YTD+74.5%-26.6%+101.1%+92.1%
1Y+159.4%-28.5%+188.0%+187.4%
3Y+361.6%-5.1%+366.7%+359.0%
5Y+425.2%-10.5%+435.7%+414.7%
10Y+3,645.0%+0.3%+3,644.7%+3,068.4%
All+31,682.2%+1,166.9%+30,515.3%+13,978.5%

Cumulative growth

Daily Returns

Daily percentage return beside WYNN.

Daily Out/Under-Performance

Portfolio return minus WYNN return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WYNN 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 WYNN 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