+1,351.6%
LSCC vs UPRO
+1,087.5%
+264.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.2% | -4.8% |
| 7D | +7.0% | +7.4% | -0.4% | +3.0% |
| 30D | -2.3% | -7.9% | +5.6% | +2.9% |
| 3M | -12.5% | -12.0% | -0.5% | -5.3% |
| 6M | -10.6% | -2.0% | -8.6% | -7.9% |
| YTD | +52.7% | +20.4% | +32.3% | +40.9% |
| 1Y | +74.0% | +24.5% | +49.5% | +57.6% |
| 3Y | +104.8% | +224.4% | -119.6% | +12.6% |
| 5Y | +36.2% | +97.6% | -61.4% | -9.3% |
| All | +1,351.6% | +1,087.5% | +264.1% | +341.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling