+555.0%
LITE vs INSM
-13.6%
+568.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.1% | +12.1% | +11.1% |
| 7D | +12.6% | +2.8% | +9.8% | +12.3% |
| 30D | +9.9% | -4.7% | +14.7% | +10.3% |
| 3M | +9.3% | +32.6% | -23.3% | +5.2% |
| 6M | +75.2% | -10.9% | +86.1% | +78.3% |
| YTD | +165.5% | -28.2% | +193.7% | +176.1% |
| 1Y | +555.0% | -14.9% | +569.8% | +607.2% |
| All | +555.0% | -13.6% | +568.5% | +607.2% |
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