+968.6%
LNT vs UPRO
+12,842.3%
-11,873.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +1.6% | -2.9% | +4.4% | +1.9% |
| 30D | +12.1% | -12.4% | +24.5% | +14.4% |
| 3M | +8.2% | -11.9% | +20.0% | +10.2% |
| 6M | +3.6% | -1.7% | +5.3% | +2.8% |
| YTD | +16.2% | +18.5% | -2.4% | +10.4% |
| 1Y | +12.8% | +17.5% | -4.7% | +7.2% |
| 3Y | +66.5% | +218.4% | -151.9% | +23.5% |
| 5Y | +53.8% | +99.1% | -45.3% | +18.1% |
| 10Y | +182.5% | +1,071.1% | -888.6% | +25.4% |
| All | +968.6% | +12,842.3% | -11,873.7% | +124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling