+38.1%
LMT vs UPRO
+223.1%
-185.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.1% |
| 7D | -1.5% | +1.5% | -3.0% | -1.6% |
| 30D | -8.2% | -3.7% | -4.5% | -8.1% |
| 3M | +3.7% | +8.0% | -4.3% | +3.3% |
| 6M | -19.2% | +38.7% | -57.8% | -20.7% |
| YTD | +12.9% | +29.5% | -16.7% | +11.0% |
| 1Y | +19.8% | +46.1% | -26.3% | +17.0% |
| All | +38.1% | +223.1% | -185.1% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling