+129.4%
LITE vs INSM
-38.8%
+168.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -46.9% |
| 3M | -33.0% | -11.4% | -21.6% | -32.2% |
| 6M | -34.0% | +14.6% | -48.6% | -35.5% |
| YTD | +61.7% | -33.3% | +95.0% | +76.4% |
| All | +129.4% | -38.8% | +168.2% | +140.2% |
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 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