-31.8%
LVS vs INSM
-40.6%
+8.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.3% | +1.2% | +6.4% |
| 7D | +13.4% | +13.4% | 0.0% | +13.2% |
| 30D | +12.2% | +5.9% | +6.2% | +12.0% |
| 3M | -10.7% | +11.4% | -22.1% | -10.7% |
| 6M | -19.8% | -21.4% | +1.6% | -20.4% |
| YTD | -35.8% | -36.8% | +1.0% | -36.5% |
| 1Y | -31.8% | -39.8% | +8.0% | -34.8% |
| All | -31.8% | -40.6% | +8.8% | -34.8% |
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