+3,068.2%
LITE vs INSM
+329.3%
+2,738.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.2% | +0.5% | +5.1% |
| 7D | -35.9% | +1.6% | -37.6% | -36.0% |
| 30D | -51.5% | +12.5% | -64.0% | -52.2% |
| 3M | -35.7% | -13.7% | -22.0% | -34.9% |
| 6M | -43.0% | -16.5% | -26.4% | -42.6% |
| YTD | +46.1% | -34.3% | +80.4% | +50.5% |
| 1Y | +124.7% | -38.4% | +163.1% | +132.7% |
| 3Y | +1,172.1% | +379.9% | +792.2% | +901.6% |
| 5Y | +477.0% | +242.2% | +234.8% | +361.5% |
| 10Y | +1,465.7% | +920.6% | +545.1% | +920.3% |
| All | +3,068.2% | +329.3% | +2,738.9% | +2,043.0% |
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