+754.3%
INSM vs LSCC
+1,398.6%
-644.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.4% | -7.0% | -0.7% |
| 7D | +6.2% | +19.3% | -13.1% | +0.9% |
| 30D | +15.4% | -9.6% | +25.1% | +17.3% |
| 3M | -11.4% | -12.4% | +1.0% | -9.8% |
| 6M | +14.6% | -10.5% | +25.0% | +13.9% |
| YTD | -33.3% | +54.8% | -88.1% | -44.3% |
| 1Y | -38.8% | +79.4% | -118.2% | -51.3% |
| 3Y | +395.7% | +109.6% | +286.1% | +239.6% |
| 5Y | +258.9% | +40.4% | +218.5% | +157.1% |
| 10Y | +754.3% | +1,379.1% | -624.8% | +142.3% |
| All | +754.3% | +1,398.6% | -644.2% | +142.3% |
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