+248.5%
INSM vs LDOS
+49.1%
+199.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.5% | +5.7% |
| 7D | +1.6% | -7.2% | +8.8% | +3.5% |
| 30D | +12.5% | +16.8% | -4.4% | +8.3% |
| 3M | -13.7% | -1.6% | -12.1% | -13.5% |
| 6M | -16.5% | -1.0% | -15.6% | -16.5% |
| YTD | -34.3% | -25.8% | -8.5% | -30.8% |
| 1Y | -38.4% | -31.1% | -7.3% | -34.1% |
| 3Y | +379.9% | +32.8% | +347.1% | +288.5% |
| All | +248.5% | +49.1% | +199.3% | +172.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling