-11.1%
VRSK vs LNT
+31.4%
-42.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.2% | -1.0% | -4.1% | -4.8% |
| 30D | -2.3% | -4.2% | +1.9% | -0.8% |
| 3M | -2.9% | -6.7% | +3.8% | -0.4% |
| 6M | -12.8% | -3.6% | -9.2% | -11.9% |
| YTD | -20.8% | +5.9% | -26.7% | -23.2% |
| 1Y | -33.2% | +7.3% | -40.5% | -35.6% |
| 3Y | -26.6% | +46.5% | -73.1% | -38.3% |
| All | -11.1% | +31.4% | -42.5% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 5y: compounded portfolio wealth divided by compounded LNT 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…
5y analysis · Full analysis span regression · 6 months rolling