-5.5%
ETN vs LEN
-21.9%
+16.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +7.1% | -16.9% | -10.6% |
| 7D | -10.1% | +10.5% | -20.6% | -11.6% |
| 30D | -18.4% | +24.6% | -43.0% | -22.1% |
| 3M | -20.4% | +6.6% | -27.0% | -21.1% |
| 6M | -16.0% | +10.6% | -26.6% | -17.7% |
| YTD | +11.8% | -8.3% | +20.1% | +13.7% |
| 1Y | -5.5% | -22.5% | +17.0% | -1.4% |
| All | -5.5% | -21.9% | +16.4% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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