+357.4%
INSM vs LTH
+160.9%
+196.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +6.5% | -0.6% | +7.2% | +6.7% |
| 30D | +27.5% | -4.6% | +32.1% | +28.3% |
| 3M | +20.4% | +32.8% | -12.4% | +12.3% |
| 6M | -15.7% | +64.6% | -80.4% | -25.1% |
| YTD | -27.4% | +62.6% | -90.1% | -35.5% |
| 1Y | -11.4% | +49.9% | -61.3% | -20.1% |
| 3Y | +457.8% | +151.3% | +306.5% | +337.9% |
| All | +357.4% | +160.9% | +196.5% | +250.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling