+299.5%
INSM vs LBRT
+38.7%
+260.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.8% |
| 7D | +2.8% | +6.9% | -4.2% | +1.5% |
| 30D | -4.7% | +7.8% | -12.5% | -6.1% |
| 3M | +32.6% | -25.3% | +57.9% | +38.1% |
| 6M | -10.9% | -19.6% | +8.7% | -8.9% |
| YTD | -28.2% | +17.2% | -45.4% | -32.0% |
| 1Y | -14.9% | +114.1% | -128.9% | -29.0% |
| 3Y | +375.6% | +27.0% | +348.6% | +319.4% |
| 5Y | +349.1% | +128.3% | +220.8% | +237.6% |
| All | +299.5% | +38.7% | +260.8% | +168.0% |
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