+135.9%
UPRO vs LH
+28.2%
+107.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -0.3% |
| 7D | -1.3% | -3.2% | +1.9% | +1.7% |
| 30D | -5.0% | +0.1% | -5.2% | -5.3% |
| 3M | +7.5% | +18.6% | -11.1% | -9.6% |
| 6M | +33.2% | +17.9% | +15.3% | +12.2% |
| YTD | +27.7% | +28.9% | -1.2% | -2.9% |
| 1Y | +43.0% | +16.6% | +26.4% | +19.2% |
| 3Y | +224.4% | +63.6% | +160.9% | +81.1% |
| 5Y | +135.9% | +30.0% | +105.8% | +66.9% |
| All | +135.9% | +28.2% | +107.7% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling