+378.9%
INSM vs LDOS
+39.7%
+339.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +6.5% | -5.4% | +11.9% | +7.2% |
| 30D | +27.5% | +4.9% | +22.7% | +26.9% |
| 3M | +20.4% | +7.2% | +13.2% | +19.7% |
| 6M | -15.7% | -24.2% | +8.5% | -15.9% |
| YTD | -27.4% | -25.8% | -1.6% | -27.5% |
| 1Y | -11.4% | -24.7% | +13.3% | -11.3% |
| All | +378.9% | +39.7% | +339.2% | +304.4% |
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