-11.4%
INSM vs LII
-28.2%
+16.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | +6.5% | -0.7% | +7.3% | +6.6% |
| 30D | +27.5% | -12.6% | +40.1% | +29.2% |
| 3M | +20.4% | -24.4% | +44.8% | +23.6% |
| 6M | -15.7% | -28.7% | +13.0% | -13.2% |
| YTD | -27.4% | -19.1% | -8.3% | -26.2% |
| 1Y | -11.4% | -29.7% | +18.3% | -6.2% |
| All | -11.4% | -28.2% | +16.8% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling