-13.6%
POET vs LTH
+150.3%
-164.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.8% |
| 7D | +3.7% | -3.7% | +7.4% | +4.7% |
| 30D | -11.5% | -5.3% | -6.2% | -10.3% |
| 3M | -30.8% | +24.2% | -55.0% | -35.5% |
| 6M | +8.6% | +54.8% | -46.3% | -4.0% |
| YTD | +20.1% | +56.1% | -36.0% | +5.6% |
| 1Y | +35.7% | +45.5% | -9.8% | +20.8% |
| 3Y | +116.5% | +155.9% | -39.4% | +69.8% |
| All | -13.6% | +150.3% | -164.0% | -34.0% |
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