+579.5%
VRSK vs LNT
+793.2%
-213.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | -7.7% | -1.1% | -6.6% | -7.3% |
| 30D | -2.8% | -1.9% | -0.9% | -2.1% |
| 3M | -3.7% | -7.2% | +3.5% | -0.6% |
| 6M | -12.8% | -3.9% | -8.9% | -11.7% |
| YTD | -21.0% | +5.9% | -26.8% | -23.5% |
| 1Y | -32.5% | +8.4% | -40.8% | -35.3% |
| 3Y | -26.5% | +46.6% | -73.1% | -39.1% |
| 5Y | -11.5% | +32.4% | -43.9% | -24.0% |
| 10Y | +125.7% | +147.9% | -22.2% | +51.5% |
| All | +579.5% | +793.2% | -213.7% | +212.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling