+48.7%
LVS vs INSM
+588.8%
-540.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -1.8% |
| 7D | -2.7% | +1.7% | -4.4% | -2.9% |
| 30D | -4.7% | -4.4% | -0.3% | -4.3% |
| 3M | -15.6% | +30.0% | -45.6% | -18.1% |
| 6M | -18.6% | -10.0% | -8.6% | -18.9% |
| YTD | -32.3% | -26.0% | -6.3% | -31.4% |
| 1Y | -18.0% | -12.5% | -5.5% | -18.6% |
| 3Y | -5.8% | +390.5% | -396.3% | -25.1% |
| 5Y | +5.7% | +357.7% | -352.0% | -16.8% |
| 10Y | 0.0% | +877.2% | -877.2% | -33.3% |
| All | +48.7% | +588.8% | -540.1% | -21.5% |
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