+5.0%
LVS vs UPRO
+95.9%
-90.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.1% |
| 7D | -0.8% | +7.4% | -8.2% | -3.5% |
| 30D | +10.0% | -7.9% | +17.9% | +12.4% |
| 3M | -11.0% | -12.0% | +1.0% | -7.8% |
| 6M | -20.1% | -2.0% | -18.2% | -21.3% |
| YTD | -36.3% | +20.4% | -56.7% | -42.4% |
| 1Y | -36.8% | +24.5% | -61.3% | -43.7% |
| 3Y | -9.5% | +224.4% | -233.9% | -47.6% |
| All | +5.0% | +95.9% | -90.9% | -27.4% |
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