+144.1%
LNT vs UPRO
+1,226.0%
-1,081.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | -1.1% | -6.0% | +4.9% | -0.1% |
| 30D | -1.9% | -5.8% | +3.8% | -1.0% |
| 3M | -7.2% | +10.8% | -18.0% | -9.1% |
| 6M | -3.9% | +31.6% | -35.5% | -9.1% |
| YTD | +5.9% | +25.4% | -19.5% | +0.7% |
| 1Y | +8.4% | +39.2% | -30.9% | +0.8% |
| 3Y | +46.6% | +218.5% | -171.9% | +11.8% |
| 5Y | +32.4% | +137.1% | -104.6% | +0.7% |
| All | +144.1% | +1,226.0% | -1,081.9% | +15.8% |
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