+97.5%
UPRO vs LCID
-99.3%
+196.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.2% | +8.0% | +0.9% |
| 7D | +7.4% | -10.2% | +17.6% | +9.8% |
| 30D | -7.9% | -10.2% | +2.3% | -6.2% |
| 3M | -12.0% | -54.1% | +42.1% | +3.9% |
| 6M | -2.0% | -53.8% | +51.8% | +11.0% |
| YTD | +20.4% | -72.0% | +92.4% | +51.1% |
| 1Y | +24.5% | -80.5% | +105.0% | +70.2% |
| 3Y | +224.4% | -92.6% | +316.9% | +392.5% |
| All | +97.5% | -99.3% | +196.9% | +433.5% |
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