+143.7%
LEN vs UPRO
+1,064.0%
-920.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.0% |
| 7D | +0.7% | -2.9% | +3.5% | +1.3% |
| 30D | +13.0% | -12.4% | +25.4% | +17.7% |
| 3M | +1.9% | -11.9% | +13.7% | +5.7% |
| 6M | -0.7% | -1.7% | +0.9% | -1.6% |
| YTD | -13.8% | +18.5% | -32.3% | -20.9% |
| 1Y | -28.1% | +17.5% | -45.6% | -33.9% |
| 3Y | -22.8% | +218.4% | -241.2% | -55.2% |
| 5Y | -7.4% | +99.1% | -106.5% | -40.1% |
| 10Y | +143.7% | +1,071.1% | -927.4% | -39.3% |
| All | +143.7% | +1,064.0% | -920.3% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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