+474.0%
UPRO vs LCID
-95.5%
+569.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | +1.5% | +1.8% | -0.3% | +1.1% |
| 30D | -3.7% | -34.2% | +30.5% | +3.5% |
| 3M | +8.0% | -9.1% | +17.1% | +6.3% |
| 6M | +38.7% | -52.6% | +91.3% | +52.7% |
| YTD | +29.5% | -56.2% | +85.7% | +43.8% |
| 1Y | +46.1% | -74.9% | +121.0% | +78.3% |
| 3Y | +229.1% | -92.1% | +321.2% | +353.0% |
| 5Y | +136.0% | -97.6% | +233.6% | +289.5% |
| All | +474.0% | -95.5% | +569.5% | +937.3% |
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