+43.0%
UPRO vs LH
+16.9%
+26.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.1% |
| 7D | -1.3% | -3.2% | +1.9% | -0.5% |
| 30D | -5.0% | +0.1% | -5.2% | -5.0% |
| 3M | +7.5% | +18.6% | -11.1% | +3.3% |
| 6M | +33.2% | +17.9% | +15.3% | +27.9% |
| YTD | +27.7% | +28.9% | -1.2% | +20.4% |
| 1Y | +43.0% | +16.6% | +26.4% | +36.1% |
| All | +43.0% | +16.9% | +26.2% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling