+361.0%
INSM vs LTH
+150.3%
+210.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.0% |
| 7D | +0.5% | -3.7% | +4.2% | +1.2% |
| 30D | -4.0% | -5.3% | +1.3% | -3.0% |
| 3M | +38.5% | +24.2% | +14.3% | +31.1% |
| 6M | -11.5% | +54.8% | -66.4% | -20.3% |
| YTD | -26.9% | +56.1% | -82.9% | -34.4% |
| 1Y | -12.8% | +45.5% | -58.3% | -20.9% |
| 3Y | +384.7% | +155.9% | +228.8% | +276.8% |
| All | +361.0% | +150.3% | +210.7% | +256.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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