+2,006.3%
LLY vs UPRO
+1,163.1%
+843.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.0% | -2.7% | +2.8% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +19.7% | -11.4% | +31.2% | +22.5% |
| 3M | +19.3% | -10.9% | +30.2% | +21.7% |
| 6M | +49.3% | -0.5% | +49.9% | +47.7% |
| YTD | +32.0% | +19.9% | +12.1% | +24.6% |
| 1Y | +53.7% | +24.2% | +29.5% | +43.7% |
| 3Y | +143.7% | +236.9% | -93.2% | +76.1% |
| 5Y | +463.9% | +96.6% | +367.3% | +332.1% |
| 10Y | +2,006.3% | +1,091.6% | +914.8% | +761.8% |
| All | +2,006.3% | +1,163.1% | +843.2% | +761.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling