-12.5%
INSM vs LSCC
+74.7%
-87.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.9% | +3.3% |
| 7D | +1.7% | +1.4% | +0.3% | +1.5% |
| 30D | -4.4% | -10.0% | +5.6% | -3.3% |
| 3M | +30.0% | -16.1% | +46.1% | +31.7% |
| 6M | -10.0% | +27.4% | -37.4% | -12.1% |
| YTD | -26.0% | +56.9% | -82.9% | -29.4% |
| 1Y | -12.5% | +74.6% | -87.1% | -17.2% |
| All | -12.5% | +74.7% | -87.2% | -17.2% |
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 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