+32.2%
LNT vs UPRO
+136.1%
-103.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.1% |
| 7D | +1.0% | +1.5% | -0.4% | +0.8% |
| 30D | -1.1% | -3.7% | +2.6% | -0.7% |
| 3M | -3.6% | +8.0% | -11.6% | -4.7% |
| 6M | -2.7% | +38.7% | -41.3% | -6.9% |
| YTD | +8.0% | +29.5% | -21.5% | +3.9% |
| 1Y | +10.5% | +46.1% | -35.6% | +4.3% |
| 3Y | +49.6% | +229.1% | -179.5% | +20.7% |
| 5Y | +32.2% | +136.0% | -103.8% | +3.0% |
| All | +32.2% | +136.1% | -103.9% | +3.0% |
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