+458.5%
UPRO vs LBRT
-19.0%
+477.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | +0.1% |
| 7D | -2.9% | -15.7% | +12.8% | +2.7% |
| 30D | -12.4% | -34.3% | +21.8% | +0.4% |
| 3M | -11.9% | -40.6% | +28.8% | +4.0% |
| 6M | -1.7% | -62.0% | +60.3% | +33.0% |
| YTD | +18.5% | -31.6% | +50.2% | +26.0% |
| 1Y | +17.5% | -25.8% | +43.3% | +20.8% |
| 3Y | +218.4% | -30.4% | +248.7% | +212.9% |
| 5Y | +99.1% | +18.7% | +80.5% | +53.2% |
| All | +458.5% | -19.0% | +477.6% | +223.3% |
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