-5.6%
POET vs LTH
+156.3%
-161.9%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.4% |
| 7D | +17.0% | +1.5% | +15.5% | +16.5% |
| 30D | -6.7% | -3.1% | -3.7% | -6.0% |
| 3M | -32.3% | +28.1% | -60.4% | -37.4% |
| 6M | +32.3% | +67.4% | -35.1% | +14.9% |
| YTD | +31.3% | +59.8% | -28.5% | +14.7% |
| 1Y | +55.3% | +45.6% | +9.7% | +38.2% |
| 3Y | +136.8% | +162.0% | -25.2% | +84.4% |
| All | -5.6% | +156.3% | -161.9% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling