+69.6%
LSCC vs UPRO
+29.4%
+40.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | -3.7% |
| 7D | +3.0% | -2.6% | +5.5% | +5.9% |
| 30D | -19.3% | -4.3% | -15.0% | -15.2% |
| 3M | -22.3% | -4.3% | -18.0% | -18.4% |
| 6M | -14.6% | +14.7% | -29.3% | -23.3% |
| YTD | +45.8% | +28.0% | +17.8% | +16.8% |
| 1Y | +69.6% | +29.8% | +39.8% | +35.0% |
| All | +69.6% | +29.4% | +40.2% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling