+15,433.8%
LNG vs INSM
-20.5%
+15,454.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -4.5% | +0.5% | -4.9% | -4.5% |
| 30D | +4.7% | -4.0% | +8.7% | +4.9% |
| 3M | +15.1% | +38.5% | -23.4% | +12.4% |
| 6M | +13.6% | -11.5% | +25.1% | +13.6% |
| YTD | +44.0% | -26.9% | +70.8% | +45.6% |
| 1Y | +18.4% | -12.8% | +31.1% | +18.1% |
| 3Y | +75.9% | +384.7% | -308.8% | +50.9% |
| 5Y | +231.7% | +368.8% | -137.1% | +180.6% |
| 10Y | +549.0% | +865.7% | -316.7% | +386.0% |
| All | +15,433.8% | -20.5% | +15,454.2% | +10,775.5% |
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 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