+85.5%
ETN vs LEN
-27.3%
+112.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.5% |
| 7D | +3.5% | -4.8% | +8.3% | +4.6% |
| 30D | -7.5% | -6.6% | -0.9% | -6.2% |
| 3M | +8.3% | -15.7% | +24.0% | +12.3% |
| 6M | +20.2% | -16.6% | +36.8% | +24.6% |
| YTD | +34.7% | -21.3% | +56.0% | +40.9% |
| 1Y | +19.4% | -42.0% | +61.5% | +32.9% |
| 3Y | +85.5% | -27.9% | +113.4% | +72.0% |
| All | +85.5% | -27.3% | +112.8% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling