+100.1%
LQD vs UPRO
+14,289.1%
-14,189.0%
-25.0%
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% | 0.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.8% | -0.9% | +0.1% | -0.7% |
| 3M | -1.9% | +1.9% | -3.9% | -2.0% |
| 6M | -2.7% | +33.1% | -35.8% | -3.5% |
| YTD | -1.3% | +31.8% | -33.1% | -2.2% |
| 1Y | 0.0% | +48.3% | -48.3% | -1.3% |
| 3Y | +14.9% | +221.5% | -206.6% | +10.5% |
| 5Y | -4.6% | +136.7% | -141.3% | -8.5% |
| 10Y | +22.0% | +1,179.2% | -1,157.2% | +15.5% |
| All | +100.1% | +14,289.1% | -14,189.0% | +96.9% |
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 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