+3,518.7%
LYV vs UPRO
+13,589.9%
-10,071.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.8% |
| 7D | -4.2% | -6.0% | +1.8% | -1.6% |
| 30D | -7.2% | -5.8% | -1.5% | -4.9% |
| 3M | +1.5% | +10.8% | -9.3% | -3.6% |
| 6M | +2.7% | +31.6% | -28.8% | -10.1% |
| YTD | +19.4% | +25.4% | -6.0% | +6.1% |
| 1Y | -0.5% | +39.2% | -39.7% | -16.2% |
| 3Y | +110.1% | +218.5% | -108.4% | +15.4% |
| 5Y | +97.6% | +137.1% | -39.5% | +12.7% |
| 10Y | +560.2% | +1,208.2% | -647.9% | +38.5% |
| All | +3,518.7% | +13,589.9% | -10,071.2% | +49.9% |
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