+550.0%
LNG vs UPRO
+1,258.3%
-708.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.3% | -0.4% |
| 7D | -4.7% | -2.5% | -2.1% | -4.1% |
| 30D | +3.8% | -4.2% | +8.0% | +4.8% |
| 3M | +16.2% | +8.1% | +8.1% | +13.2% |
| 6M | +11.7% | +35.2% | -23.5% | +1.8% |
| YTD | +44.2% | +28.4% | +15.8% | +32.7% |
| 1Y | +18.6% | +39.3% | -20.7% | +6.2% |
| 3Y | +77.4% | +219.9% | -142.5% | +21.2% |
| 5Y | +232.3% | +142.8% | +89.4% | +126.4% |
| All | +550.0% | +1,258.3% | -708.3% | +98.9% |
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 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