+366.5%
INSM vs LTH
+152.0%
+214.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.5% |
| 7D | +1.7% | -4.0% | +5.7% | +2.5% |
| 30D | -4.4% | -1.7% | -2.7% | -4.2% |
| 3M | +30.0% | +28.0% | +2.1% | +22.2% |
| 6M | -10.0% | +54.1% | -64.1% | -18.9% |
| YTD | -26.0% | +57.1% | -83.1% | -33.7% |
| 1Y | -12.5% | +45.8% | -58.3% | -20.6% |
| 3Y | +390.5% | +157.6% | +232.9% | +280.8% |
| All | +366.5% | +152.0% | +214.5% | +259.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling