-30.7%
INSM vs LSCC
+249.3%
-280.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.1% | -1.9% | +3.8% |
| 7D | +1.6% | +13.0% | -11.3% | -1.1% |
| 30D | +12.5% | -19.8% | +32.3% | +16.6% |
| 3M | -13.7% | -18.4% | +4.7% | -11.2% |
| 6M | -16.5% | -16.1% | -0.4% | -15.5% |
| YTD | -34.3% | +42.7% | -77.0% | -41.0% |
| 1Y | -38.4% | +68.0% | -106.4% | -46.7% |
| 3Y | +379.9% | +85.8% | +294.1% | +283.6% |
| 5Y | +242.2% | +28.0% | +214.2% | +183.5% |
| 10Y | +920.6% | +1,255.1% | -334.5% | +422.6% |
| All | -30.7% | +249.3% | -280.0% | -69.5% |
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