-11.8%
LVS vs UPRO
+1,102.3%
-1,114.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | -3.9% | +9.7% | -13.6% | -7.3% |
| 30D | +7.1% | -9.8% | +16.8% | +10.3% |
| 3M | -13.2% | -9.1% | -4.1% | -11.0% |
| 6M | -22.8% | +0.9% | -23.7% | -24.8% |
| YTD | -38.0% | +21.9% | -59.9% | -44.2% |
| 1Y | -39.5% | +19.8% | -59.3% | -45.3% |
| 3Y | -12.2% | +227.4% | -239.5% | -49.0% |
| 5Y | +6.4% | +100.1% | -93.6% | -30.8% |
| All | -11.8% | +1,102.3% | -1,114.1% | -76.3% |
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 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