+901.5%
LITE vs INSM
+343.1%
+558.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.0% |
| 7D | -1.5% | +6.5% | -8.1% | -2.0% |
| 30D | +6.7% | +27.5% | -20.9% | +4.1% |
| 3M | -6.8% | +20.4% | -27.1% | -8.6% |
| 6M | +29.4% | -15.7% | +45.2% | +30.1% |
| YTD | +139.1% | -27.4% | +166.5% | +142.8% |
| 1Y | +521.0% | -11.4% | +532.4% | +519.4% |
| 3Y | +1,535.3% | +457.8% | +1,077.5% | +1,314.2% |
| All | +901.5% | +343.1% | +558.4% | +764.2% |
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 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