-11.2%
INSM vs LNT
+8.4%
-19.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +2.5% | -1.0% | +3.5% | +2.5% |
| 30D | -2.2% | -4.2% | +2.1% | -2.0% |
| 3M | +33.8% | -6.7% | +40.5% | +34.3% |
| 6M | -7.2% | -3.6% | -3.6% | -7.5% |
| YTD | -25.6% | +5.9% | -31.5% | -25.3% |
| 1Y | -11.2% | +7.3% | -18.5% | -10.0% |
| All | -11.2% | +8.4% | -19.7% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling