-23.5%
INSM vs LSCC
+285.5%
-309.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.7% |
| 7D | +6.5% | +1.3% | +5.2% | +6.3% |
| 30D | +27.5% | -9.7% | +37.2% | +30.0% |
| 3M | +20.4% | -23.7% | +44.1% | +25.7% |
| 6M | -15.7% | +26.5% | -42.2% | -21.0% |
| YTD | -27.4% | +57.5% | -85.0% | -35.5% |
| 1Y | -11.4% | +75.7% | -87.1% | -23.5% |
| 3Y | +457.8% | +19.5% | +438.4% | +390.0% |
| 5Y | +343.0% | +83.8% | +259.2% | +245.0% |
| 10Y | +848.1% | +1,772.4% | -924.3% | +359.9% |
| All | -23.5% | +285.5% | -309.0% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling