+35.2%
LYFT vs UPRO
+220.4%
-185.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +0.6% |
| 7D | -8.4% | -2.5% | -5.8% | -7.0% |
| 30D | -7.6% | -4.2% | -3.4% | -5.3% |
| 3M | +11.7% | +8.1% | +3.7% | +6.6% |
| 6M | +15.1% | +35.2% | -20.1% | -4.7% |
| YTD | -20.9% | +28.4% | -49.3% | -32.6% |
| 1Y | -16.4% | +39.3% | -55.6% | -32.4% |
| 3Y | +35.2% | +219.9% | -184.7% | -50.0% |
| All | +35.2% | +220.4% | -185.1% | -50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling