+304.0%
INSM vs LBRT
+33.5%
+270.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +6.5% | +8.3% | -1.7% | +5.0% |
| 30D | +27.5% | +6.1% | +21.4% | +26.2% |
| 3M | +20.4% | -34.8% | +55.1% | +28.5% |
| 6M | -15.7% | -24.8% | +9.1% | -12.8% |
| YTD | -27.4% | +12.2% | -39.7% | -30.7% |
| 1Y | -11.4% | +94.0% | -105.4% | -24.8% |
| 3Y | +457.8% | +31.3% | +426.5% | +389.3% |
| 5Y | +343.0% | +111.8% | +231.1% | +237.7% |
| All | +304.0% | +33.5% | +270.5% | +173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling