-18.0%
POET vs LTH
+84.0%
-102.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.3% | -10.5% | -6.8% |
| 7D | -16.4% | +9.9% | -26.3% | -19.9% |
| 30D | -37.5% | +18.3% | -55.8% | -42.3% |
| 3M | -43.1% | +5.9% | -49.0% | -44.7% |
| 6M | -31.4% | +80.3% | -111.7% | -57.8% |
| YTD | -22.9% | +78.3% | -101.2% | -52.0% |
| 1Y | -18.0% | +81.0% | -99.0% | -49.7% |
| All | -18.0% | +84.0% | -102.0% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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