+281.4%
INSM vs LCID
-95.9%
+377.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.0% |
| 7D | +0.5% | -9.1% | +9.6% | +1.4% |
| 30D | -4.0% | -37.6% | +33.6% | +0.8% |
| 3M | +38.5% | -11.1% | +49.6% | +37.6% |
| 6M | -11.5% | -59.2% | +47.7% | -4.7% |
| YTD | -26.9% | -60.5% | +33.6% | -21.5% |
| 1Y | -12.8% | -78.5% | +65.7% | -0.6% |
| 3Y | +384.7% | -92.8% | +477.5% | +492.9% |
| 5Y | +368.8% | -97.9% | +466.7% | +541.6% |
| All | +281.4% | -95.9% | +377.3% | +380.7% |
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