-36.6%
INSM vs LII
-26.1%
-10.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.5% |
| 7D | +5.9% | +2.9% | +3.0% | +5.6% |
| 30D | +23.9% | +0.9% | +23.0% | +23.4% |
| 3M | -4.1% | -15.5% | +11.4% | -3.3% |
| 6M | +2.7% | -30.2% | +32.9% | +4.6% |
| YTD | -30.4% | -26.8% | -3.5% | -27.8% |
| 1Y | -36.6% | -25.3% | -11.3% | -34.0% |
| All | -36.6% | -26.1% | -10.5% | -34.0% |
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