+431.1%
UPRO vs LCID
-96.5%
+527.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +9.4% | -2.5% | +5.2% |
| 7D | -0.9% | +20.0% | -20.9% | -4.0% |
| 30D | -11.4% | -5.0% | -6.4% | -10.9% |
| 3M | -10.9% | -48.9% | +38.0% | -0.4% |
| 6M | -0.5% | -43.2% | +42.7% | +6.0% |
| YTD | +19.9% | -65.9% | +85.8% | +38.4% |
| 1Y | +24.2% | -79.2% | +103.4% | +56.4% |
| 3Y | +236.9% | -90.4% | +327.4% | +345.8% |
| 5Y | +96.6% | -99.2% | +195.8% | +251.5% |
| All | +431.1% | -96.5% | +527.6% | +898.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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