+1,208.5%
LHX vs UPRO
+14,044.6%
-12,836.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | -2.5% | +1.5% | -4.0% | -2.9% |
| 30D | -10.4% | -3.7% | -6.6% | -9.5% |
| 3M | -14.9% | +8.0% | -22.9% | -17.3% |
| 6M | -29.6% | +38.7% | -68.3% | -36.6% |
| YTD | -11.8% | +29.5% | -41.4% | -19.2% |
| 1Y | -5.1% | +46.1% | -51.2% | -16.3% |
| 3Y | +61.3% | +229.1% | -167.8% | +5.6% |
| 5Y | +22.4% | +136.0% | -113.6% | -19.8% |
| 10Y | +232.2% | +1,155.3% | -923.0% | -2.0% |
| All | +1,208.5% | +14,044.6% | -12,836.1% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling