+270.6%
INSM vs LTH
+120.9%
+149.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +1.9% | -1.3% |
| 7D | +8.6% | -4.6% | +13.2% | +9.6% |
| 30D | +22.0% | +14.8% | +7.2% | +18.6% |
| 3M | -10.7% | +3.9% | -14.7% | -11.5% |
| 6M | +1.8% | +35.5% | -33.7% | -5.6% |
| YTD | -32.2% | +71.3% | -103.5% | -40.5% |
| 1Y | -39.3% | +75.7% | -115.0% | -47.1% |
| 3Y | +397.1% | +231.9% | +165.2% | +262.0% |
| 5Y | +270.6% | +130.5% | +140.1% | +179.2% |
| All | +270.6% | +120.9% | +149.7% | +179.2% |
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 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