+423.7%
UPRO vs LBRT
-26.4%
+450.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -13.7% | +0.5% | -8.4% |
| 7D | -14.4% | -34.8% | +20.4% | -1.2% |
| 30D | -18.2% | -43.6% | +25.3% | -1.1% |
| 3M | -16.4% | -41.2% | +24.8% | -1.1% |
| 6M | -2.6% | -66.1% | +63.4% | +36.9% |
| YTD | +11.1% | -37.9% | +49.0% | +22.2% |
| 1Y | +11.8% | -33.9% | +45.6% | +19.7% |
| 3Y | +209.9% | -40.9% | +250.8% | +222.6% |
| 5Y | +80.9% | +2.1% | +78.8% | +46.7% |
| All | +423.7% | -26.4% | +450.2% | +213.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling