-39.8%
INSM vs LSCC
+57.8%
-97.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.3% | +4.1% | +5.2% |
| 7D | +13.4% | +3.0% | +10.5% | +13.1% |
| 30D | +5.9% | -19.3% | +25.2% | +8.5% |
| 3M | +11.4% | -22.3% | +33.7% | +14.3% |
| 6M | -21.4% | -14.6% | -6.8% | -20.5% |
| YTD | -36.8% | +45.8% | -82.6% | -38.0% |
| 1Y | -39.8% | +69.6% | -109.4% | -40.1% |
| All | -39.8% | +57.8% | -97.7% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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