+277.7%
INSM vs LBRT
-16.2%
+294.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | +8.6% | +13.8% | -5.3% | +6.1% |
| 30D | +22.0% | -32.4% | +54.4% | +29.5% |
| 3M | -10.7% | -39.9% | +29.1% | -3.5% |
| 6M | +1.8% | -60.8% | +62.6% | +17.6% |
| YTD | -32.2% | -29.3% | -2.9% | -30.4% |
| 1Y | -39.3% | -18.9% | -20.4% | -39.5% |
| 3Y | +397.1% | -28.0% | +425.1% | +381.3% |
| 5Y | +270.6% | +26.6% | +244.0% | +208.9% |
| All | +277.7% | -16.2% | +294.0% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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