+1,172.1%
LITE vs INSM
+359.5%
+812.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.2% | +0.5% | +5.4% |
| 7D | -35.9% | +1.6% | -37.6% | -36.0% |
| 30D | -51.5% | +12.5% | -64.0% | -51.8% |
| 3M | -35.7% | -13.7% | -22.0% | -35.4% |
| 6M | -43.0% | -16.5% | -26.4% | -42.8% |
| YTD | +46.1% | -34.3% | +80.4% | +47.8% |
| 1Y | +124.7% | -38.4% | +163.1% | +127.6% |
| 3Y | +1,172.1% | +379.9% | +792.2% | +1,139.6% |
| All | +1,172.1% | +359.5% | +812.6% | +1,139.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling