+422.7%
LDOS vs POET
-20.8%
+443.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.5% | +0.4% |
| 7D | -5.4% | +5.6% | -11.0% | -5.5% |
| 30D | +4.9% | -2.1% | +7.0% | +4.9% |
| 3M | +7.2% | -48.8% | +56.0% | +8.2% |
| 6M | -24.2% | +15.8% | -40.0% | -25.7% |
| YTD | -25.8% | +25.1% | -50.9% | -27.5% |
| 1Y | -24.7% | +50.6% | -75.3% | -27.0% |
| 3Y | +39.3% | +107.9% | -68.6% | +30.8% |
| 5Y | +43.3% | -11.0% | +54.3% | +35.6% |
| 10Y | +278.6% | +25.7% | +252.9% | +247.1% |
| All | +422.7% | -20.8% | +443.5% | +363.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling