+884.2%
LNT vs UPRO
+14,289.1%
-13,404.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -3.2% | -0.9% | -2.3% | -3.1% |
| 3M | -4.1% | +1.9% | -6.0% | -4.9% |
| 6M | -4.6% | +33.1% | -37.7% | -10.5% |
| YTD | +7.0% | +31.8% | -24.8% | +0.2% |
| 1Y | +8.3% | +48.3% | -40.0% | -1.3% |
| 3Y | +51.0% | +221.5% | -170.5% | +12.3% |
| 5Y | +30.2% | +136.7% | -106.6% | -3.2% |
| 10Y | +143.6% | +1,179.2% | -1,035.6% | +6.7% |
| All | +884.2% | +14,289.1% | -13,404.9% | +103.8% |
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 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