+800.2%
LNG vs UPRO
+1,087.5%
-287.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +11.3% | +7.4% | +3.9% | +9.5% |
| 30D | +10.6% | -7.9% | +18.5% | +12.2% |
| 3M | +16.1% | -12.0% | +28.1% | +18.9% |
| 6M | +29.6% | -2.0% | +31.5% | +28.2% |
| YTD | +60.3% | +20.4% | +39.9% | +49.0% |
| 1Y | +46.1% | +24.5% | +21.6% | +34.4% |
| 3Y | +85.9% | +224.4% | -138.4% | +26.4% |
| 5Y | +210.8% | +97.6% | +113.2% | +124.1% |
| All | +800.2% | +1,087.5% | -287.2% | +191.1% |
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