-9.1%
POET vs LTH
+152.0%
-161.1%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.3% |
| 7D | +9.7% | -4.0% | +13.7% | +10.9% |
| 30D | -6.5% | -1.7% | -4.9% | -6.2% |
| 3M | -25.7% | +28.0% | -53.7% | -31.4% |
| 6M | +19.6% | +54.1% | -34.5% | +5.9% |
| YTD | +26.4% | +57.1% | -30.7% | +10.9% |
| 1Y | +50.1% | +45.8% | +4.3% | +33.5% |
| 3Y | +127.9% | +157.6% | -29.6% | +78.4% |
| All | -9.1% | +152.0% | -161.1% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling