+1,095.1%
UPRO vs LH
+261.9%
+833.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | +7.4% | +1.1% | +6.3% | +6.3% |
| 30D | -7.9% | +16.7% | -24.6% | -22.9% |
| 3M | -12.0% | +15.1% | -27.1% | -25.8% |
| 6M | -2.0% | +46.3% | -48.3% | -38.2% |
| YTD | +20.4% | +48.8% | -28.4% | -26.8% |
| 1Y | +24.5% | +39.7% | -15.2% | -18.6% |
| 3Y | +224.4% | +87.0% | +137.3% | +43.4% |
| 5Y | +97.6% | +53.0% | +44.6% | +13.5% |
| All | +1,095.1% | +261.9% | +833.2% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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