+872.0%
INSM vs LDOS
+248.5%
+623.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.5% | +6.2% |
| 7D | +1.6% | -7.2% | +8.8% | +4.9% |
| 30D | +12.5% | +16.8% | -4.4% | +4.8% |
| 3M | -13.7% | -1.6% | -12.1% | -13.7% |
| 6M | -16.5% | -1.0% | -15.6% | -16.7% |
| YTD | -34.3% | -25.8% | -8.5% | -26.8% |
| 1Y | -38.4% | -31.1% | -7.3% | -29.0% |
| 3Y | +379.9% | +32.8% | +347.1% | +266.6% |
| 5Y | +242.2% | +49.4% | +192.9% | +138.0% |
| All | +872.0% | +248.5% | +623.6% | +285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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