+146.1%
LITE vs INSM
-38.7%
+184.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -3.3% |
| 7D | +22.6% | +8.6% | +14.0% | +21.3% |
| 30D | -36.8% | +22.0% | -58.8% | -38.3% |
| 3M | -33.0% | -10.7% | -22.3% | -32.2% |
| 6M | -37.1% | +1.8% | -38.8% | -36.9% |
| YTD | +69.5% | -32.2% | +101.6% | +85.1% |
| 1Y | +146.1% | -39.3% | +185.4% | +162.8% |
| All | +146.1% | -38.7% | +184.8% | +162.8% |
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