+818.3%
INSM vs LII
+170.6%
+647.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.9% |
| 7D | +0.5% | -3.5% | +4.0% | +1.6% |
| 30D | -4.0% | -13.5% | +9.5% | +0.6% |
| 3M | +38.5% | -26.0% | +64.5% | +50.0% |
| 6M | -11.5% | -26.8% | +15.3% | -4.1% |
| YTD | -26.9% | -22.9% | -4.0% | -22.6% |
| 1Y | -12.8% | -32.6% | +19.8% | -3.5% |
| 3Y | +384.7% | -1.3% | +386.0% | +336.9% |
| 5Y | +368.8% | +23.1% | +345.7% | +269.2% |
| All | +818.3% | +170.6% | +647.7% | +430.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling