+213.6%
LNG vs UPRO
+95.9%
+117.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +11.3% | +7.4% | +3.9% | +10.1% |
| 30D | +10.6% | -7.9% | +18.5% | +11.7% |
| 3M | +16.1% | -12.0% | +28.1% | +17.9% |
| 6M | +29.6% | -2.0% | +31.5% | +28.7% |
| YTD | +60.3% | +20.4% | +39.9% | +52.6% |
| 1Y | +46.1% | +24.5% | +21.6% | +38.0% |
| 3Y | +85.9% | +224.4% | -138.4% | +39.9% |
| All | +213.6% | +95.9% | +117.7% | +144.9% |
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 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