+833.7%
INSM vs LUV
+20.2%
+813.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.2% |
| 7D | +2.5% | -1.0% | +3.4% | +2.8% |
| 30D | -2.2% | -12.4% | +10.2% | +1.8% |
| 3M | +33.8% | -11.0% | +44.8% | +37.2% |
| 6M | -7.2% | -5.0% | -2.2% | -7.5% |
| YTD | -25.6% | -3.8% | -21.9% | -27.1% |
| 1Y | -11.2% | +25.9% | -37.2% | -21.0% |
| 3Y | +388.3% | +42.2% | +346.1% | +292.9% |
| 5Y | +376.6% | -10.8% | +387.4% | +352.6% |
| All | +833.7% | +20.2% | +813.4% | +675.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 10y: compounded portfolio wealth divided by compounded LUV 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…
10y analysis · Full analysis span regression · 6 months rolling