+286.0%
INSM vs LCID
-95.8%
+381.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.8% | +10.9% | +4.0% |
| 7D | +1.7% | -9.3% | +11.1% | +2.7% |
| 30D | -4.4% | -35.4% | +31.0% | 0.0% |
| 3M | +30.0% | -17.1% | +47.1% | +30.3% |
| 6M | -10.0% | -58.9% | +48.9% | -3.2% |
| YTD | -26.0% | -59.6% | +33.6% | -20.7% |
| 1Y | -12.5% | -78.0% | +65.5% | -0.5% |
| 3Y | +390.5% | -92.7% | +483.2% | +498.6% |
| 5Y | +357.7% | -97.8% | +455.6% | +524.8% |
| All | +286.0% | -95.8% | +381.8% | +385.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling