+1,379.1%
LSCC vs UPRO
+1,163.1%
+216.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +7.0% | +1.5% | +4.5% |
| 7D | +19.3% | -0.9% | +20.2% | +19.9% |
| 30D | -9.6% | -11.4% | +1.8% | -2.9% |
| 3M | -12.4% | -10.9% | -1.5% | -6.0% |
| 6M | -10.5% | -0.5% | -9.9% | -8.7% |
| YTD | +54.8% | +19.9% | +34.9% | +42.8% |
| 1Y | +79.4% | +24.2% | +55.2% | +62.3% |
| 3Y | +109.6% | +236.9% | -127.4% | +12.9% |
| 5Y | +40.4% | +96.6% | -56.2% | -6.5% |
| 10Y | +1,379.1% | +1,091.6% | +287.5% | +356.7% |
| All | +1,379.1% | +1,163.1% | +216.0% | +356.7% |
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