+406.9%
INSM vs LDOS
+30.5%
+376.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +2.7% |
| 7D | +5.9% | -1.6% | +7.5% | +6.1% |
| 30D | +23.9% | +8.2% | +15.7% | +23.1% |
| 3M | -4.1% | -8.2% | +4.1% | -3.1% |
| 6M | +2.7% | +5.8% | -3.1% | +2.6% |
| YTD | -30.4% | -27.0% | -3.4% | -30.9% |
| 1Y | -36.6% | -31.0% | -5.6% | -37.3% |
| 3Y | +406.9% | +29.3% | +377.7% | +393.2% |
| All | +406.9% | +30.5% | +376.5% | +393.2% |
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