+856.7%
INSM vs LDOS
+494.7%
+362.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +6.5% | -5.4% | +11.9% | +8.8% |
| 30D | +27.5% | +4.9% | +22.7% | +25.6% |
| 3M | +20.4% | +7.2% | +13.2% | +16.7% |
| 6M | -15.7% | -24.2% | +8.5% | -6.8% |
| YTD | -27.4% | -25.8% | -1.6% | -19.9% |
| 1Y | -11.4% | -24.7% | +13.3% | -2.9% |
| 3Y | +457.8% | +39.3% | +418.5% | +350.6% |
| 5Y | +343.0% | +43.3% | +299.7% | +248.7% |
| 10Y | +848.1% | +278.6% | +569.6% | +422.6% |
| All | +856.7% | +494.7% | +362.0% | +337.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling