-4.5%
LEN vs UPRO
+94.1%
-98.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.0% | -3.8% | +0.8% |
| 7D | +0.6% | -0.9% | +1.5% | +0.5% |
| 30D | +19.4% | -11.4% | +30.9% | +23.6% |
| 3M | +4.5% | -10.9% | +15.4% | +7.8% |
| 6M | +4.9% | -0.5% | +5.5% | +3.6% |
| YTD | -8.9% | +19.9% | -28.8% | -16.4% |
| 1Y | -23.0% | +24.2% | -47.2% | -30.3% |
| 3Y | -16.7% | +236.9% | -253.7% | -52.7% |
| 5Y | -4.5% | +96.6% | -101.0% | -37.1% |
| All | -4.5% | +94.1% | -98.5% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling