+248.5%
INSM vs LBRT
+6.0%
+242.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.4% | -0.2% | +4.4% |
| 7D | +1.6% | -29.1% | +30.8% | +6.6% |
| 30D | +12.5% | -38.4% | +50.8% | +20.3% |
| 3M | -13.7% | -40.1% | +26.4% | -7.5% |
| 6M | -16.5% | -62.9% | +46.4% | -4.2% |
| YTD | -34.3% | -34.5% | +0.3% | -32.2% |
| 1Y | -38.4% | -30.2% | -8.2% | -37.4% |
| 3Y | +379.9% | -37.5% | +417.4% | +373.9% |
| All | +248.5% | +6.0% | +242.5% | +208.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling