-20.5%
POET vs LUMN
-38.3%
+17.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.4% |
| 7D | +0.4% | +2.5% | -2.1% | +0.1% |
| 30D | -10.4% | +10.3% | -20.7% | -11.4% |
| 3M | -29.3% | -18.3% | -11.1% | -27.6% |
| 6M | +6.9% | +4.4% | +2.5% | +7.5% |
| YTD | +25.6% | -10.7% | +36.3% | +27.3% |
| 1Y | +49.2% | +14.0% | +35.2% | +47.5% |
| 3Y | +128.4% | +406.6% | -278.1% | +81.5% |
| 5Y | -4.2% | -36.8% | +32.6% | -5.0% |
| 10Y | +30.3% | -56.2% | +86.5% | +28.0% |
| All | -20.5% | -38.3% | +17.8% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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