+11,991.0%
UPRO vs LH
+590.2%
+11,400.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -0.8% |
| 7D | -2.9% | +4.8% | -7.7% | -7.8% |
| 30D | -12.4% | +18.8% | -31.2% | -29.0% |
| 3M | -11.9% | +15.7% | -27.5% | -26.8% |
| 6M | -1.7% | +46.7% | -48.3% | -39.6% |
| YTD | +18.5% | +48.9% | -30.4% | -29.7% |
| 1Y | +17.5% | +43.5% | -26.0% | -27.3% |
| 3Y | +218.4% | +86.9% | +131.5% | +36.2% |
| 5Y | +99.1% | +60.4% | +38.7% | +4.7% |
| 10Y | +1,071.1% | +260.7% | +810.4% | +125.1% |
| All | +11,991.0% | +590.2% | +11,400.7% | +911.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling