+364.5%
LIN vs VRSK
+128.4%
+236.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.0% |
| 7D | -4.0% | -5.4% | +1.5% | -1.7% |
| 30D | -4.9% | -1.8% | -3.2% | -4.5% |
| 3M | -9.2% | -2.2% | -7.0% | -9.2% |
| 6M | -2.6% | -14.9% | +12.4% | +2.9% |
| YTD | +10.5% | -20.0% | +30.5% | +19.4% |
| 1Y | -0.1% | -33.1% | +33.0% | +17.4% |
| 3Y | +25.4% | -25.6% | +51.0% | +36.6% |
| 5Y | +59.7% | -10.1% | +69.8% | +53.7% |
| All | +364.5% | +128.4% | +236.2% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling