+189.0%
LMT vs UPRO
+1,226.0%
-1,037.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.4% |
| 7D | -0.5% | -6.0% | +5.5% | +0.6% |
| 30D | -10.8% | -5.8% | -5.0% | -9.8% |
| 3M | +1.6% | +10.8% | -9.2% | -0.8% |
| 6M | -17.6% | +31.6% | -49.1% | -22.5% |
| YTD | +11.6% | +25.4% | -13.8% | +5.7% |
| 1Y | +17.2% | +39.2% | -22.0% | +8.4% |
| 3Y | +35.7% | +218.5% | -182.8% | +0.4% |
| 5Y | +75.2% | +137.1% | -61.9% | +28.3% |
| All | +189.0% | +1,226.0% | -1,037.0% | +17.7% |
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