+379.9%
INSM vs LDOS
+32.3%
+347.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.5% | +5.4% |
| 7D | +1.6% | -7.2% | +8.8% | +2.4% |
| 30D | +12.5% | +16.8% | -4.4% | +10.9% |
| 3M | -13.7% | -1.6% | -12.1% | -13.5% |
| 6M | -16.5% | -1.0% | -15.6% | -16.7% |
| YTD | -34.3% | -25.8% | -8.5% | -34.9% |
| 1Y | -38.4% | -31.1% | -7.3% | -39.3% |
| 3Y | +379.9% | +32.8% | +347.1% | +364.6% |
| All | +379.9% | +32.3% | +347.6% | +364.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling