+768.9%
LVS vs UPRO
+14,289.1%
-13,520.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -3.2% | -0.9% | -2.3% | -3.0% |
| 3M | -12.0% | +1.9% | -13.9% | -13.9% |
| 6M | -19.9% | +33.1% | -53.0% | -30.7% |
| YTD | -30.6% | +31.8% | -62.4% | -40.0% |
| 1Y | -17.7% | +48.3% | -66.0% | -32.9% |
| 3Y | -14.2% | +221.5% | -235.7% | -53.9% |
| 5Y | +9.6% | +136.7% | -127.1% | -38.6% |
| 10Y | +5.7% | +1,179.2% | -1,173.5% | -80.3% |
| All | +768.9% | +14,289.1% | -13,520.2% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling