+225.6%
UPRO vs LBRT
+25.4%
+200.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | +0.1% | +8.3% | -8.2% | -2.4% |
| 30D | -0.9% | +6.1% | -7.0% | -3.1% |
| 3M | +1.9% | -34.8% | +36.7% | +14.7% |
| 6M | +33.1% | -24.8% | +57.9% | +40.2% |
| YTD | +31.8% | +12.2% | +19.6% | +18.2% |
| 1Y | +48.3% | +94.0% | -45.7% | +3.7% |
| All | +225.6% | +25.4% | +200.2% | +157.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling