+255.9%
LRCX vs UPRO
+230.4%
+25.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.1% |
| 7D | +26.2% | +9.7% | +16.6% | +17.6% |
| 30D | -22.4% | -9.8% | -12.6% | -15.0% |
| 3M | -28.2% | -9.1% | -19.1% | -22.1% |
| 6M | -19.0% | +0.9% | -19.9% | -17.8% |
| YTD | +37.0% | +21.9% | +15.1% | +21.8% |
| 1Y | +45.5% | +19.8% | +25.7% | +31.2% |
| All | +255.9% | +230.4% | +25.5% | +55.4% |
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