+562.5%
LITE vs INSM
+278.6%
+283.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -4.7% |
| 7D | +10.8% | +5.9% | +4.9% | +10.3% |
| 30D | -33.4% | +23.9% | -57.3% | -34.6% |
| 3M | -32.2% | -4.1% | -28.1% | -32.1% |
| 6M | -42.1% | +2.7% | -44.8% | -42.6% |
| YTD | +61.9% | -30.4% | +92.2% | +64.6% |
| 1Y | +163.0% | -36.6% | +199.5% | +168.9% |
| 3Y | +1,358.0% | +406.9% | +951.1% | +1,196.2% |
| All | +562.5% | +278.6% | +283.8% | +478.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling