-11.2%
LYFT vs INSM
-40.5%
+29.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -4.8% |
| 7D | +8.7% | -2.5% | +11.3% | +8.6% |
| 30D | +13.2% | +3.4% | +9.8% | +13.1% |
| 3M | +8.3% | +9.8% | -1.6% | +7.6% |
| 6M | +26.6% | -22.0% | +48.6% | +26.9% |
| YTD | -7.9% | -37.5% | +29.6% | -8.0% |
| 1Y | -11.2% | -41.8% | +30.6% | -12.2% |
| All | -11.2% | -40.5% | +29.4% | -12.2% |
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