-20.0%
LVS vs INSM
-11.6%
-8.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.6% |
| 7D | -3.5% | +2.5% | -5.9% | -3.4% |
| 30D | -6.2% | -2.2% | -4.1% | -6.2% |
| 3M | -14.8% | +33.8% | -48.6% | -14.5% |
| 6M | -20.9% | -7.2% | -13.7% | -21.0% |
| YTD | -33.0% | -25.6% | -7.4% | -33.7% |
| 1Y | -20.0% | -11.2% | -8.8% | -17.9% |
| All | -20.0% | -11.6% | -8.4% | -17.9% |
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