+24.4%
LNG vs INSM
-11.6%
+36.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +3.4% | +6.5% | -3.1% | +3.0% |
| 30D | +14.9% | +27.5% | -12.7% | +12.6% |
| 3M | +21.4% | +20.4% | +1.0% | +19.2% |
| 6M | +17.8% | -15.7% | +33.5% | +16.6% |
| YTD | +51.3% | -27.4% | +78.7% | +49.9% |
| 1Y | +24.4% | -11.4% | +35.8% | +25.9% |
| All | +24.4% | -11.6% | +36.0% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling