+225.6%
UPRO vs LCID
-92.6%
+318.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | +0.1% | -6.6% | +6.7% | +1.2% |
| 30D | -0.9% | -30.1% | +29.3% | +4.9% |
| 3M | +1.9% | -17.6% | +19.5% | +2.2% |
| 6M | +33.1% | -54.4% | +87.5% | +47.5% |
| YTD | +31.8% | -55.7% | +87.5% | +45.7% |
| 1Y | +48.3% | -71.0% | +119.3% | +75.2% |
| All | +225.6% | -92.6% | +318.1% | +366.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling