+1,103.8%
LITE vs UPRO
+208.2%
+895.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -13.2% | -5.5% | -7.2% |
| 7D | -44.6% | -14.4% | -30.2% | -36.0% |
| 30D | -55.0% | -18.2% | -36.8% | -45.6% |
| 3M | -38.3% | -16.4% | -21.9% | -27.2% |
| 6M | -48.8% | -2.6% | -46.1% | -46.6% |
| YTD | +38.3% | +11.1% | +27.1% | +27.9% |
| 1Y | +119.0% | +11.8% | +107.2% | +104.2% |
| All | +1,103.8% | +208.2% | +895.6% | +363.6% |
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