-38.4%
INSM vs LUMN
-63.6%
+25.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +5.2% |
| 7D | +1.6% | -18.2% | +19.9% | +3.8% |
| 30D | +12.5% | -32.5% | +44.9% | +17.1% |
| 3M | -13.7% | -32.4% | +18.7% | -10.2% |
| 6M | -16.5% | -59.3% | +42.8% | -7.6% |
| YTD | -34.3% | -48.6% | +14.4% | -27.6% |
| 1Y | -38.4% | -63.5% | +25.1% | -32.3% |
| All | -38.4% | -63.6% | +25.2% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling