+87.3%
LSCC vs UPRO
+20.2%
+67.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.9% | +6.4% | +6.4% |
| 7D | +14.5% | -3.8% | +18.2% | +18.4% |
| 30D | -0.1% | -8.9% | +8.8% | +9.7% |
| 3M | -2.7% | -7.4% | +4.8% | +5.2% |
| 6M | -4.8% | +1.6% | -6.4% | -5.2% |
| YTD | +66.9% | +23.2% | +43.7% | +38.1% |
| All | +87.3% | +20.2% | +67.1% | +56.7% |
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 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