+706.7%
ETN vs LEN
+108.0%
+598.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.2% |
| 7D | +3.5% | -4.8% | +8.3% | +5.2% |
| 30D | -7.5% | -6.6% | -0.9% | -5.5% |
| 3M | +8.3% | -15.7% | +24.0% | +14.1% |
| 6M | +20.2% | -16.6% | +36.8% | +26.9% |
| YTD | +34.7% | -21.3% | +56.0% | +44.2% |
| 1Y | +19.4% | -42.0% | +61.5% | +41.2% |
| 3Y | +85.5% | -27.9% | +113.4% | +94.4% |
| 5Y | +186.6% | -10.7% | +197.3% | +168.5% |
| All | +706.7% | +108.0% | +598.6% | +397.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling