-41.7%
POET vs LTH
+180.7%
-222.5%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.1% |
| 7D | +1.2% | -1.3% | +2.5% | +1.5% |
| 30D | -12.2% | +15.7% | -27.8% | -15.7% |
| 3M | -42.4% | +5.0% | -47.4% | -43.4% |
| 6M | -64.3% | +37.7% | -102.0% | -67.8% |
| YTD | -19.0% | +75.0% | -94.0% | -31.1% |
| 1Y | +9.1% | +82.6% | -73.5% | -8.2% |
| 3Y | +297.7% | +241.3% | +56.4% | +191.3% |
| 5Y | -38.2% | +135.4% | -173.6% | -54.2% |
| All | -41.7% | +180.7% | -222.5% | -56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling