-10.9%
LEN vs UPRO
+136.1%
-147.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.2% |
| 7D | -2.9% | +1.5% | -4.3% | -3.4% |
| 30D | -8.9% | -3.7% | -5.1% | -7.7% |
| 3M | -10.9% | +8.0% | -18.9% | -13.6% |
| 6M | -19.7% | +38.7% | -58.3% | -28.9% |
| YTD | -20.6% | +29.5% | -50.1% | -28.4% |
| 1Y | -42.4% | +46.1% | -88.5% | -50.6% |
| 3Y | -26.5% | +229.1% | -255.6% | -57.3% |
| 5Y | -10.9% | +136.0% | -146.9% | -45.0% |
| All | -10.9% | +136.1% | -147.1% | -45.0% |
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