+55.8%
LHX vs UPRO
+212.7%
-157.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.6% |
| 7D | -4.8% | -6.0% | +1.2% | -4.1% |
| 30D | -12.7% | -5.8% | -7.0% | -12.1% |
| 3M | -17.6% | +10.8% | -28.4% | -18.9% |
| 6M | -30.7% | +31.6% | -62.3% | -33.6% |
| YTD | -14.3% | +25.4% | -39.7% | -17.5% |
| 1Y | -8.4% | +39.2% | -47.6% | -13.1% |
| All | +55.8% | +212.7% | -157.0% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling