+521.0%
UPRO vs LBRT
+33.5%
+487.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.7% |
| 7D | +0.1% | +8.7% | -8.7% | -2.9% |
| 30D | -0.9% | +6.6% | -7.5% | -3.5% |
| 3M | +1.9% | -34.5% | +36.4% | +15.8% |
| 6M | +33.1% | -24.5% | +57.6% | +41.1% |
| YTD | +31.8% | +12.7% | +19.1% | +19.3% |
| 1Y | +48.3% | +94.8% | -46.6% | +6.5% |
| 3Y | +221.5% | +31.9% | +189.6% | +154.1% |
| 5Y | +136.7% | +111.8% | +24.9% | +48.5% |
| All | +521.0% | +33.5% | +487.5% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling