-22.9%
INSM vs LUV
+260.2%
-283.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | -4.0% | -14.6% | +10.6% | +0.7% |
| 3M | +38.5% | -5.7% | +44.2% | +39.6% |
| 6M | -11.5% | -8.4% | -3.1% | -10.7% |
| YTD | -26.9% | -5.1% | -21.7% | -27.8% |
| 1Y | -12.8% | +26.6% | -39.4% | -22.0% |
| 3Y | +384.7% | +39.7% | +345.0% | +299.5% |
| 5Y | +368.8% | -12.0% | +380.8% | +344.2% |
| 10Y | +865.7% | +17.3% | +848.4% | +696.0% |
| All | -22.9% | +260.2% | -283.1% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling