-9.3%
LHX vs INSM
-40.6%
+31.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.3% | -11.8% | -6.8% |
| 7D | -0.3% | +13.4% | -13.8% | -1.4% |
| 30D | +9.7% | +5.9% | +3.7% | +8.9% |
| 3M | -8.5% | +11.4% | -19.9% | -9.9% |
| 6M | -15.1% | -21.4% | +6.3% | -15.2% |
| YTD | -10.4% | -36.8% | +26.4% | -10.3% |
| 1Y | -9.3% | -39.8% | +30.5% | -11.5% |
| All | -9.3% | -40.6% | +31.3% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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