+1,630.5%
LITE vs INSM
+727.1%
+903.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.1% | +9.6% | +10.6% |
| 7D | +3.4% | +9.8% | -6.4% | +2.4% |
| 30D | -34.9% | +22.5% | -57.4% | -36.3% |
| 3M | -21.0% | -8.9% | -12.1% | -20.4% |
| 6M | -38.5% | +16.2% | -54.7% | -40.0% |
| YTD | +75.8% | -30.6% | +106.4% | +80.0% |
| 1Y | +156.7% | -37.7% | +194.3% | +165.3% |
| 3Y | +1,498.6% | +408.4% | +1,090.1% | +1,159.1% |
| 5Y | +610.9% | +279.6% | +331.3% | +465.2% |
| All | +1,630.5% | +727.1% | +903.4% | +1,142.3% |
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