+446.1%
LITE vs UPRO
+80.0%
+366.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -13.2% | -5.5% | -10.5% |
| 7D | -44.6% | -14.4% | -30.2% | -38.5% |
| 30D | -55.0% | -18.2% | -36.8% | -48.4% |
| 3M | -38.3% | -16.4% | -21.9% | -30.4% |
| 6M | -48.8% | -2.6% | -46.1% | -46.9% |
| YTD | +38.3% | +11.1% | +27.1% | +32.3% |
| 1Y | +119.0% | +11.8% | +107.2% | +111.1% |
| 3Y | +1,092.0% | +209.9% | +882.1% | +625.7% |
| 5Y | +446.1% | +80.9% | +365.2% | +282.6% |
| All | +446.1% | +80.0% | +366.1% | +282.6% |
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