+699.1%
INSM vs LSCC
+1,486.2%
-787.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.4% | -9.3% | -1.7% |
| 7D | +9.8% | +14.5% | -4.7% | +5.6% |
| 30D | +22.5% | -0.1% | +22.6% | +21.0% |
| 3M | -8.9% | -2.7% | -6.3% | -9.9% |
| 6M | +16.2% | -4.8% | +21.0% | +13.6% |
| YTD | -30.6% | +66.9% | -97.5% | -43.3% |
| 1Y | -37.7% | +85.8% | -123.5% | -50.9% |
| 3Y | +408.4% | +115.6% | +292.8% | +246.6% |
| 5Y | +279.6% | +48.8% | +230.8% | +167.8% |
| All | +699.1% | +1,486.2% | -787.0% | +119.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling