+263.1%
INSM vs LCID
-97.1%
+360.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.2% | +11.8% | +3.6% |
| 7D | +5.9% | -10.2% | +16.1% | +6.9% |
| 30D | +23.9% | -10.2% | +34.1% | +24.7% |
| 3M | -4.1% | -54.1% | +50.0% | +3.4% |
| 6M | +2.7% | -53.8% | +56.4% | +8.9% |
| YTD | -30.4% | -72.0% | +41.7% | -22.9% |
| 1Y | -36.6% | -80.5% | +44.0% | -27.2% |
| 3Y | +406.9% | -92.6% | +499.5% | +508.1% |
| 5Y | +280.3% | -99.3% | +379.6% | +486.0% |
| All | +263.1% | -97.1% | +360.2% | +371.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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