+1,533.3%
LITE vs INSM
+803.5%
+729.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.2% | +10.5% |
| 7D | -12.9% | +6.2% | -19.1% | -13.5% |
| 30D | -46.0% | +15.4% | -61.4% | -46.8% |
| 3M | -33.0% | -11.4% | -21.6% | -32.3% |
| 6M | -34.0% | +14.6% | -48.6% | -35.6% |
| YTD | +61.7% | -33.3% | +95.0% | +66.3% |
| 1Y | +148.3% | -38.8% | +187.1% | +157.1% |
| 3Y | +1,408.5% | +395.7% | +1,012.8% | +1,091.3% |
| 5Y | +546.2% | +258.9% | +287.3% | +417.1% |
| 10Y | +1,533.3% | +754.3% | +779.0% | +1,022.1% |
| All | +1,533.3% | +803.5% | +729.8% | +1,022.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling