+367.9%
INSM vs LH
+27.0%
+340.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.1% |
| 7D | +2.5% | -4.7% | +7.2% | +4.4% |
| 30D | -2.2% | -3.5% | +1.3% | -0.9% |
| 3M | +33.8% | +17.7% | +16.1% | +25.2% |
| 6M | -7.2% | +15.8% | -22.9% | -12.7% |
| YTD | -25.6% | +25.1% | -50.7% | -32.3% |
| 1Y | -11.2% | +12.5% | -23.7% | -15.9% |
| 3Y | +388.3% | +59.8% | +328.6% | +293.5% |
| All | +367.9% | +27.0% | +340.9% | +307.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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