+338.8%
INSM vs LTH
+180.7%
+158.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.5% | +2.2% |
| 7D | +5.9% | -1.3% | +7.2% | +6.2% |
| 30D | +23.9% | +15.7% | +8.2% | +20.3% |
| 3M | -4.1% | +5.0% | -9.1% | -5.1% |
| 6M | +2.7% | +37.7% | -35.0% | -4.9% |
| YTD | -30.4% | +75.0% | -105.4% | -39.0% |
| 1Y | -36.6% | +82.6% | -119.2% | -45.0% |
| 3Y | +406.9% | +241.3% | +165.6% | +269.5% |
| 5Y | +280.3% | +135.4% | +144.9% | +187.8% |
| All | +338.8% | +180.7% | +158.1% | +231.2% |
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 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