+5.7%
LVS vs UPRO
+133.2%
-127.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.0% |
| 7D | -2.7% | -1.3% | -1.4% | -2.3% |
| 30D | -4.7% | -5.0% | +0.3% | -3.0% |
| 3M | -15.6% | +7.5% | -23.1% | -18.5% |
| 6M | -18.6% | +33.2% | -51.9% | -28.0% |
| YTD | -32.3% | +27.7% | -60.0% | -39.3% |
| 1Y | -18.0% | +43.0% | -61.1% | -30.0% |
| 3Y | -5.8% | +224.4% | -230.3% | -44.9% |
| 5Y | +5.7% | +135.9% | -130.1% | -32.0% |
| All | +5.7% | +133.2% | -127.4% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling