+639.5%
INSM vs LYV
+1,446.8%
-807.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | +2.5% | -1.9% | +4.4% | +2.9% |
| 30D | -2.2% | -8.2% | +6.0% | -0.3% |
| 3M | +33.8% | -1.3% | +35.1% | +33.8% |
| 6M | -7.2% | +2.6% | -9.8% | -8.1% |
| YTD | -25.6% | +19.4% | -45.0% | -29.1% |
| 1Y | -11.2% | -2.2% | -9.0% | -11.8% |
| 3Y | +388.3% | +106.0% | +282.3% | +303.2% |
| 5Y | +376.6% | +97.7% | +279.0% | +291.1% |
| 10Y | +881.9% | +560.5% | +321.3% | +528.3% |
| All | +639.5% | +1,446.8% | -807.3% | +452.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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