-23.5%
INSM vs LII
+4,957.7%
-4,981.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +6.5% | -0.7% | +7.3% | +6.7% |
| 30D | +27.5% | -12.6% | +40.1% | +32.0% |
| 3M | +20.4% | -24.4% | +44.8% | +28.4% |
| 6M | -15.7% | -28.7% | +13.0% | -8.9% |
| YTD | -27.4% | -19.1% | -8.3% | -24.6% |
| 1Y | -11.4% | -29.7% | +18.3% | -4.6% |
| 3Y | +457.8% | +4.8% | +453.0% | +419.9% |
| 5Y | +343.0% | +24.6% | +318.4% | +285.9% |
| 10Y | +848.1% | +169.2% | +678.9% | +554.8% |
| All | -23.5% | +4,957.7% | -4,981.1% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling