+483.3%
LLY vs UPRO
+95.9%
+387.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +6.7% | +7.4% | -0.7% | +5.3% |
| 30D | +19.6% | -7.9% | +27.5% | +21.1% |
| 3M | +19.7% | -12.0% | +31.7% | +22.1% |
| 6M | +42.7% | -2.0% | +44.7% | +41.7% |
| YTD | +35.1% | +20.4% | +14.7% | +28.0% |
| 1Y | +42.2% | +24.5% | +17.7% | +33.7% |
| 3Y | +140.8% | +224.4% | -83.6% | +83.6% |
| All | +483.3% | +95.9% | +387.4% | +367.2% |
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