+21.2%
LSCC vs UPRO
+222.2%
-201.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +3.0% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | -9.7% | -0.9% | -8.8% | -9.1% |
| 3M | -23.7% | +1.9% | -25.6% | -24.3% |
| 6M | +26.5% | +33.1% | -6.6% | +2.4% |
| YTD | +57.5% | +31.8% | +25.7% | +28.2% |
| 1Y | +75.7% | +48.3% | +27.4% | +31.0% |
| All | +21.2% | +222.2% | -201.0% | -45.1% |
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