+26.5%
LSCC vs UPRO
+35.2%
-8.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +3.3% |
| 7D | +1.3% | +0.1% | +1.2% | +1.1% |
| 30D | -9.7% | -0.9% | -8.8% | -9.0% |
| 3M | -23.7% | +1.9% | -25.6% | -25.4% |
| 6M | +26.5% | +33.1% | -6.6% | -5.3% |
| All | +26.5% | +35.2% | -8.7% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling