-21.9%
INSM vs LNT
+1,321.9%
-1,343.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.5% |
| 7D | +1.7% | +0.2% | +1.5% | +1.6% |
| 30D | -4.4% | -0.5% | -3.9% | -4.3% |
| 3M | +30.0% | -5.5% | +35.6% | +32.4% |
| 6M | -10.0% | -3.8% | -6.2% | -9.0% |
| YTD | -26.0% | +6.8% | -32.8% | -28.2% |
| 1Y | -12.5% | +9.3% | -21.8% | -16.0% |
| 3Y | +390.5% | +47.9% | +342.5% | +313.0% |
| 5Y | +357.7% | +31.6% | +326.1% | +297.0% |
| 10Y | +877.2% | +150.1% | +727.1% | +531.2% |
| All | -21.9% | +1,321.9% | -1,343.9% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling