+1,167.3%
UPRO vs LII
+171.3%
+996.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -2.3% |
| 7D | +0.1% | -0.7% | +0.8% | +0.7% |
| 30D | -0.9% | -12.6% | +11.7% | +12.5% |
| 3M | +1.9% | -24.4% | +26.4% | +27.5% |
| 6M | +33.1% | -28.7% | +61.8% | +73.7% |
| YTD | +31.8% | -19.1% | +50.9% | +47.8% |
| 1Y | +48.3% | -29.7% | +78.0% | +89.2% |
| 3Y | +221.5% | +4.8% | +216.7% | +144.8% |
| 5Y | +136.7% | +24.6% | +112.2% | +48.3% |
| All | +1,167.3% | +171.3% | +996.0% | +330.2% |
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