+833.7%
INSM vs LPLA
+1,251.7%
-418.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.0% |
| 7D | +2.5% | -1.5% | +4.0% | +3.1% |
| 30D | -2.2% | -6.0% | +3.8% | 0.0% |
| 3M | +33.8% | +24.0% | +9.8% | +22.7% |
| 6M | -7.2% | +17.0% | -24.2% | -13.1% |
| YTD | -25.6% | -0.7% | -25.0% | -26.8% |
| 1Y | -11.2% | +2.1% | -13.3% | -14.3% |
| 3Y | +388.3% | +48.7% | +339.7% | +280.9% |
| 5Y | +376.6% | +151.2% | +225.4% | +174.1% |
| All | +833.7% | +1,251.7% | -418.0% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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