+2,488.9%
LHX vs INSM
-19.1%
+2,508.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -4.3% | +2.5% | -6.7% | -4.3% |
| 30D | -15.1% | -2.2% | -13.0% | -15.1% |
| 3M | -21.0% | +33.8% | -54.8% | -22.0% |
| 6M | -32.0% | -7.2% | -24.8% | -32.1% |
| YTD | -15.3% | -25.6% | +10.3% | -14.8% |
| 1Y | -11.1% | -11.2% | +0.2% | -11.2% |
| 3Y | +54.0% | +388.3% | -334.3% | +41.5% |
| 5Y | +17.1% | +376.6% | -359.5% | +6.6% |
| 10Y | +225.8% | +881.9% | -656.1% | +177.4% |
| All | +2,488.9% | -19.1% | +2,508.0% | +1,946.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling