+109.1%
LEN vs UPRO
+1,162.5%
-1,053.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -3.4% | -1.3% | -2.1% | -2.9% |
| 30D | -5.7% | -5.0% | -0.6% | -3.9% |
| 3M | -12.2% | +7.5% | -19.7% | -14.9% |
| 6M | -18.3% | +33.2% | -51.5% | -27.2% |
| YTD | -20.2% | +27.7% | -47.9% | -28.1% |
| 1Y | -40.1% | +43.0% | -83.1% | -48.6% |
| 3Y | -26.2% | +224.4% | -250.6% | -57.0% |
| 5Y | -9.8% | +135.9% | -145.7% | -44.9% |
| 10Y | +109.1% | +1,232.5% | -1,123.4% | -44.6% |
| All | +109.1% | +1,162.5% | -1,053.4% | -44.6% |
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