+388.9%
LRCX vs UPRO
+218.6%
+170.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.4% |
| 7D | +9.5% | -1.3% | +10.9% | +10.5% |
| 30D | +3.1% | -5.0% | +8.1% | +7.0% |
| 3M | -3.4% | +7.5% | -10.9% | -7.7% |
| 6M | +49.7% | +33.2% | +16.5% | +23.3% |
| YTD | +84.9% | +27.7% | +57.1% | +57.5% |
| 1Y | +200.8% | +43.0% | +157.8% | +138.9% |
| All | +388.9% | +218.6% | +170.3% | +128.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling