+833.7%
INSM vs LNT
+148.3%
+685.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +2.5% | -1.0% | +3.5% | +2.8% |
| 30D | -2.2% | -4.2% | +2.1% | -0.9% |
| 3M | +33.8% | -6.7% | +40.5% | +36.4% |
| 6M | -7.2% | -3.6% | -3.6% | -6.4% |
| YTD | -25.6% | +5.9% | -31.5% | -27.3% |
| 1Y | -11.2% | +7.3% | -18.5% | -13.7% |
| 3Y | +388.3% | +46.5% | +341.9% | +323.7% |
| 5Y | +376.6% | +32.5% | +344.2% | +322.8% |
| All | +833.7% | +148.3% | +685.4% | +672.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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