-18.0%
POET vs LH
+44.2%
-62.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.9% | -8.0% | -4.2% |
| 7D | -16.4% | +2.1% | -18.5% | -16.3% |
| 30D | -37.5% | +19.2% | -56.7% | -37.2% |
| 3M | -43.1% | +18.0% | -61.1% | -42.8% |
| 6M | -31.4% | +46.1% | -77.4% | -29.5% |
| YTD | -22.9% | +47.7% | -70.6% | -27.0% |
| 1Y | -18.0% | +47.2% | -65.2% | -22.9% |
| All | -18.0% | +44.2% | -62.2% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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