+13,342.5%
UPRO vs LH
+508.3%
+12,834.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | +0.4% |
| 7D | +0.1% | -2.5% | +2.5% | +3.0% |
| 30D | -0.9% | +4.3% | -5.2% | -5.9% |
| 3M | +1.9% | +25.5% | -23.6% | -23.7% |
| 6M | +33.1% | +17.0% | +16.1% | +8.1% |
| YTD | +31.8% | +31.3% | +0.5% | -8.3% |
| 1Y | +48.3% | +20.0% | +28.3% | +13.1% |
| 3Y | +221.5% | +63.9% | +157.6% | +61.5% |
| 5Y | +136.7% | +30.9% | +105.9% | +60.7% |
| 10Y | +1,179.2% | +191.4% | +987.8% | +220.0% |
| All | +13,342.5% | +508.3% | +12,834.2% | +1,220.2% |
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