+81.9%
UPRO vs LCID
-99.2%
+181.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.4% | -9.6% | -1.6% |
| 7D | -8.7% | +8.9% | -17.6% | -10.4% |
| 30D | -16.9% | -15.4% | -1.5% | -14.1% |
| 3M | -15.3% | -52.9% | +37.6% | -0.4% |
| 6M | -5.7% | -46.8% | +41.1% | +3.5% |
| YTD | +12.1% | -68.9% | +81.0% | +37.6% |
| 1Y | +16.4% | -81.7% | +98.1% | +62.1% |
| 3Y | +210.5% | -92.4% | +302.9% | +372.3% |
| All | +81.9% | -99.2% | +181.1% | +376.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling