+901.5%
LITE vs UPRO
+137.3%
+764.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.7% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | +6.7% | -0.9% | +7.5% | +7.1% |
| 3M | -6.8% | +1.9% | -8.7% | -7.3% |
| 6M | +29.4% | +33.1% | -3.7% | +10.4% |
| YTD | +139.1% | +31.8% | +107.3% | +103.8% |
| 1Y | +521.0% | +48.3% | +472.7% | +403.2% |
| 3Y | +1,535.3% | +221.5% | +1,313.8% | +834.3% |
| All | +901.5% | +137.3% | +764.3% | +504.0% |
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