+521.0%
LITE vs INSM
-11.6%
+532.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.0% |
| 7D | -1.5% | +6.5% | -8.1% | -2.2% |
| 30D | +6.7% | +27.5% | -20.9% | +3.2% |
| 3M | -6.8% | +20.4% | -27.1% | -8.7% |
| 6M | +29.4% | -15.7% | +45.2% | +32.4% |
| YTD | +139.1% | -27.4% | +166.5% | +148.7% |
| 1Y | +521.0% | -11.4% | +532.4% | +554.9% |
| All | +521.0% | -11.6% | +532.6% | +554.9% |
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