+1,091.6%
UPRO vs LII
+170.7%
+920.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.2% | +4.8% | +4.9% |
| 7D | -0.9% | -1.2% | +0.3% | +0.6% |
| 30D | -11.4% | -2.0% | -9.5% | -11.2% |
| 3M | -10.9% | -20.2% | +9.3% | +8.5% |
| 6M | -0.5% | -32.5% | +32.0% | +35.8% |
| YTD | +19.9% | -27.4% | +47.2% | +46.4% |
| 1Y | +24.2% | -28.2% | +52.4% | +53.0% |
| 3Y | +236.9% | -7.2% | +244.2% | +186.5% |
| 5Y | +96.6% | +19.9% | +76.7% | +23.8% |
| 10Y | +1,091.6% | +168.6% | +923.0% | +301.8% |
| All | +1,091.6% | +170.7% | +920.9% | +301.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling