+464.8%
UPRO vs LBRT
-16.2%
+481.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +8.1% | -1.2% | +4.1% |
| 7D | -0.9% | -11.9% | +11.0% | +3.3% |
| 30D | -11.4% | -31.9% | +20.5% | +0.3% |
| 3M | -10.9% | -34.9% | +24.0% | +1.7% |
| 6M | -0.5% | -60.7% | +60.1% | +32.9% |
| YTD | +19.9% | -29.2% | +49.1% | +25.9% |
| 1Y | +24.2% | -23.6% | +47.8% | +26.4% |
| 3Y | +236.9% | -26.8% | +263.8% | +225.6% |
| 5Y | +96.6% | +16.3% | +80.2% | +52.3% |
| All | +464.8% | -16.2% | +481.0% | +223.1% |
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