+386.0%
INSM vs LPLA
+44.8%
+341.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +1.7% | -1.5% | +3.3% | +1.8% |
| 30D | -4.4% | -6.0% | +1.6% | -4.0% |
| 3M | +30.0% | +21.4% | +8.7% | +27.6% |
| 6M | -10.0% | +12.1% | -22.1% | -10.9% |
| YTD | -26.0% | -1.8% | -24.2% | -26.2% |
| 1Y | -12.5% | +3.2% | -15.7% | -13.1% |
| All | +386.0% | +44.8% | +341.2% | +369.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling