-3.3%
LVS vs UPRO
+1,258.3%
-1,261.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.4% |
| 7D | -3.5% | -2.5% | -0.9% | -2.6% |
| 30D | -6.2% | -4.2% | -2.0% | -4.8% |
| 3M | -14.8% | +8.1% | -22.9% | -18.0% |
| 6M | -20.9% | +35.2% | -56.1% | -30.5% |
| YTD | -33.0% | +28.4% | -61.5% | -40.3% |
| 1Y | -20.0% | +39.3% | -59.3% | -31.2% |
| 3Y | -6.9% | +219.9% | -226.8% | -45.0% |
| 5Y | +9.1% | +142.8% | -133.7% | -33.5% |
| All | -3.3% | +1,258.3% | -1,261.6% | -71.0% |
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