+701.9%
INSM vs LII
+169.1%
+532.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.2% |
| 7D | +5.9% | +2.9% | +3.0% | +4.9% |
| 30D | +23.9% | +0.9% | +23.0% | +23.2% |
| 3M | -4.1% | -15.5% | +11.4% | +0.8% |
| 6M | +2.7% | -30.2% | +32.9% | +12.9% |
| YTD | -30.4% | -26.8% | -3.5% | -25.3% |
| 1Y | -36.6% | -25.3% | -11.3% | -32.7% |
| 3Y | +406.9% | -7.8% | +414.7% | +367.8% |
| 5Y | +280.3% | +17.0% | +263.3% | +204.0% |
| All | +701.9% | +169.1% | +532.7% | +367.8% |
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