+224.4%
UPRO vs LBRT
-27.1%
+251.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | +7.4% | +9.2% | -1.8% | +4.5% |
| 30D | -7.9% | -27.5% | +19.6% | +0.8% |
| 3M | -12.0% | -37.9% | +25.9% | +0.4% |
| 6M | -2.0% | -60.7% | +58.7% | +27.4% |
| YTD | +20.4% | -28.5% | +48.9% | +22.1% |
| 1Y | +24.5% | -13.2% | +37.7% | +16.8% |
| 3Y | +224.4% | -28.8% | +253.1% | +201.1% |
| All | +224.4% | -27.1% | +251.4% | +201.1% |
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 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