+36.0%
LHX vs UPRO
+95.9%
-59.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +4.8% | +7.4% | -2.6% | +3.8% |
| 30D | +14.7% | -7.9% | +22.6% | +15.6% |
| 3M | -5.1% | -12.0% | +6.9% | -3.9% |
| 6M | -9.9% | -2.0% | -7.9% | -10.4% |
| YTD | -6.1% | +20.4% | -26.5% | -9.6% |
| 1Y | -4.0% | +24.5% | -28.5% | -8.1% |
| 3Y | +56.9% | +224.4% | -167.4% | +26.5% |
| All | +36.0% | +95.9% | -59.9% | +9.6% |
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