+5.6%
LDOS vs POET
-53.8%
+59.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.3% | -12.7% | -2.3% |
| 7D | -1.3% | +14.5% | -15.9% | -1.0% |
| 30D | +10.1% | -12.8% | +22.9% | +10.5% |
| 3M | -4.7% | -34.9% | +30.3% | -4.2% |
| 6M | +5.6% | -59.8% | +65.4% | +5.3% |
| All | +5.6% | -53.8% | +59.3% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 6mo: compounded portfolio wealth divided by compounded POET 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…
6mo analysis · Full analysis span regression · 6 months rolling