+4,068.2%
LMT vs INSM
-21.9%
+4,090.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.1% |
| 7D | -1.5% | +2.8% | -4.3% | -1.6% |
| 30D | -8.2% | -4.7% | -3.5% | -8.1% |
| 3M | +3.7% | +32.6% | -28.9% | +2.8% |
| 6M | -19.2% | -10.9% | -8.3% | -19.2% |
| YTD | +12.9% | -28.2% | +41.1% | +13.4% |
| 1Y | +19.8% | -14.9% | +34.7% | +19.7% |
| 3Y | +37.3% | +375.6% | -338.3% | +29.2% |
| 5Y | +74.4% | +349.1% | -274.7% | +63.1% |
| 10Y | +188.9% | +796.6% | -607.7% | +158.4% |
| All | +4,068.2% | -21.9% | +4,090.1% | +3,339.1% |
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