+796.6%
INSM vs LSCC
+1,791.9%
-995.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.5% |
| 7D | +2.8% | +5.2% | -2.4% | +1.4% |
| 30D | -4.7% | -9.6% | +4.9% | -2.4% |
| 3M | +32.6% | -17.8% | +50.4% | +37.4% |
| 6M | -10.9% | +37.4% | -48.3% | -20.2% |
| YTD | -28.2% | +59.7% | -87.9% | -39.1% |
| 1Y | -14.9% | +76.2% | -91.1% | -30.4% |
| 3Y | +375.6% | +28.2% | +347.4% | +293.5% |
| 5Y | +349.1% | +87.2% | +261.9% | +202.5% |
| 10Y | +796.6% | +1,795.0% | -998.4% | +199.4% |
| All | +796.6% | +1,791.9% | -995.4% | +199.4% |
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