+18.7%
LHX vs UPRO
+137.8%
-119.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.6% | -1.5% |
| 7D | -4.3% | -2.5% | -1.7% | -3.9% |
| 30D | -15.1% | -4.2% | -10.9% | -14.7% |
| 3M | -21.0% | +8.1% | -29.0% | -22.0% |
| 6M | -32.0% | +35.2% | -67.2% | -35.3% |
| YTD | -15.3% | +28.4% | -43.8% | -18.9% |
| 1Y | -11.1% | +39.3% | -50.3% | -15.9% |
| 3Y | +54.0% | +219.9% | -165.9% | +24.8% |
| All | +18.7% | +137.8% | -119.1% | -6.6% |
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 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