+73.5%
LSCC vs UPRO
+208.2%
-134.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -13.2% | +4.6% | +2.3% |
| 7D | -4.8% | -14.4% | +9.6% | +8.0% |
| 30D | -27.1% | -18.2% | -8.9% | -13.8% |
| 3M | -23.6% | -16.4% | -7.2% | -11.3% |
| 6M | -19.8% | -2.6% | -17.2% | -16.7% |
| YTD | +33.2% | +11.1% | +22.1% | +24.4% |
| 1Y | +55.2% | +11.8% | +43.5% | +44.0% |
| All | +73.5% | +208.2% | -134.8% | -35.9% |
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