+185.8%
LMT vs INSM
+884.9%
-699.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -0.2% | +2.5% | -2.7% | -0.3% |
| 30D | -13.1% | -2.2% | -10.9% | -13.0% |
| 3M | -3.9% | +33.8% | -37.7% | -5.1% |
| 6M | -18.3% | -7.2% | -11.1% | -18.4% |
| YTD | +10.3% | -25.6% | +36.0% | +10.9% |
| 1Y | +14.2% | -11.2% | +25.5% | +14.0% |
| 3Y | +35.0% | +388.3% | -353.4% | +24.0% |
| 5Y | +73.2% | +376.6% | -303.4% | +57.0% |
| All | +185.8% | +884.9% | -699.1% | +141.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling