+106.0%
LYV vs UPRO
+220.4%
-114.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.7% |
| 7D | -1.9% | -2.5% | +0.6% | -1.1% |
| 30D | -8.2% | -4.2% | -4.0% | -7.0% |
| 3M | -1.3% | +8.1% | -9.3% | -4.3% |
| 6M | +2.6% | +35.2% | -32.6% | -8.5% |
| YTD | +19.4% | +28.4% | -9.0% | +8.0% |
| 1Y | -2.2% | +39.3% | -41.5% | -14.7% |
| 3Y | +106.0% | +219.9% | -113.8% | +24.8% |
| All | +106.0% | +220.4% | -114.3% | +24.8% |
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