+12,463.5%
UPRO vs LH
+592.7%
+11,870.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.5% |
| 7D | -3.8% | +1.2% | -5.0% | -4.8% |
| 30D | -8.9% | +18.0% | -26.8% | -25.5% |
| 3M | -7.4% | +15.7% | -23.1% | -23.1% |
| 6M | +1.6% | +46.6% | -45.1% | -37.6% |
| YTD | +23.2% | +49.5% | -26.3% | -27.3% |
| 1Y | +21.2% | +40.2% | -18.9% | -22.8% |
| 3Y | +230.8% | +87.6% | +143.2% | +40.9% |
| 5Y | +106.7% | +59.3% | +47.4% | +9.7% |
| 10Y | +1,125.0% | +266.1% | +858.9% | +131.2% |
| All | +12,463.5% | +592.7% | +11,870.8% | +946.3% |
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