+697.4%
LVS vs UPRO
+13,044.5%
-12,347.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.2% |
| 7D | -0.8% | +7.4% | -8.2% | -4.1% |
| 30D | +10.0% | -7.9% | +17.9% | +12.8% |
| 3M | -11.0% | -12.0% | +1.0% | -7.2% |
| 6M | -20.1% | -2.0% | -18.2% | -21.7% |
| YTD | -36.3% | +20.4% | -56.7% | -43.4% |
| 1Y | -36.8% | +24.5% | -61.3% | -44.9% |
| 3Y | -9.5% | +224.4% | -233.9% | -51.9% |
| 5Y | +9.3% | +97.6% | -88.3% | -34.1% |
| 10Y | -11.0% | +1,097.3% | -1,108.3% | -83.1% |
| All | +697.4% | +13,044.5% | -12,347.1% | -76.5% |
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