+5,083.9%
LITE vs INSM
+373.9%
+4,710.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.0% |
| 7D | -1.5% | +6.5% | -8.1% | -2.2% |
| 30D | +6.7% | +27.5% | -20.9% | +3.3% |
| 3M | -6.8% | +20.4% | -27.1% | -9.2% |
| 6M | +29.4% | -15.7% | +45.2% | +30.3% |
| YTD | +139.1% | -27.4% | +166.5% | +144.1% |
| 1Y | +521.0% | -11.4% | +532.4% | +518.1% |
| 3Y | +1,535.3% | +457.8% | +1,077.5% | +1,162.2% |
| 5Y | +889.8% | +343.0% | +546.9% | +667.4% |
| 10Y | +2,400.7% | +848.1% | +1,552.6% | +1,557.4% |
| All | +5,083.9% | +373.9% | +4,710.0% | +3,375.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling