-11.4%
INSM vs LUMN
+42.5%
-53.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.2% |
| 7D | +6.5% | +12.1% | -5.5% | +5.6% |
| 30D | +27.5% | +11.3% | +16.2% | +26.3% |
| 3M | +20.4% | -31.6% | +52.0% | +24.6% |
| 6M | -15.7% | -2.7% | -13.0% | -13.5% |
| YTD | -27.4% | -12.9% | -14.6% | -25.1% |
| 1Y | -11.4% | +36.2% | -47.6% | -10.7% |
| All | -11.4% | +42.5% | -53.9% | -10.7% |
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