+236.9%
UPRO vs LBRT
-28.3%
+265.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +8.1% | -1.2% | +4.4% |
| 7D | -0.9% | -11.9% | +11.0% | +2.7% |
| 30D | -11.4% | -31.9% | +20.5% | -1.2% |
| 3M | -10.9% | -34.9% | +24.0% | 0.0% |
| 6M | -0.5% | -60.7% | +60.1% | +29.2% |
| YTD | +19.9% | -29.2% | +49.1% | +22.0% |
| 1Y | +24.2% | -23.6% | +47.8% | +22.2% |
| 3Y | +236.9% | -26.8% | +263.8% | +209.9% |
| All | +236.9% | -28.3% | +265.2% | +209.9% |
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