+395.7%
INSM vs LII
-8.9%
+404.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.1% |
| 7D | +6.2% | -1.2% | +7.4% | +6.4% |
| 30D | +15.4% | -2.0% | +17.4% | +15.5% |
| 3M | -11.4% | -20.2% | +8.8% | -8.7% |
| 6M | +14.6% | -32.5% | +47.1% | +20.6% |
| YTD | -33.3% | -27.4% | -5.9% | -30.8% |
| 1Y | -38.8% | -28.2% | -10.6% | -36.5% |
| 3Y | +395.7% | -7.2% | +403.0% | +360.8% |
| All | +395.7% | -8.9% | +404.7% | +360.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling