+28.2%
POET vs LH
+183.3%
-155.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.0% |
| 7D | +0.4% | -4.7% | +5.1% | +2.4% |
| 30D | -10.4% | -3.5% | -6.9% | -9.1% |
| 3M | -29.3% | +17.7% | -47.0% | -34.3% |
| 6M | +6.9% | +15.8% | -8.9% | -0.6% |
| YTD | +25.6% | +25.1% | +0.5% | +12.5% |
| 1Y | +49.2% | +12.5% | +36.7% | +40.0% |
| 3Y | +128.4% | +59.8% | +68.7% | +83.6% |
| 5Y | -4.2% | +27.1% | -31.3% | -17.6% |
| All | +28.2% | +183.3% | -155.1% | -19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling