+1,071.1%
UPRO vs LII
+166.2%
+904.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | -2.9% | +0.4% | -3.3% | -2.9% |
| 30D | -12.4% | -2.4% | -10.0% | -11.8% |
| 3M | -11.9% | -17.5% | +5.6% | +4.0% |
| 6M | -1.7% | -32.8% | +31.2% | +34.9% |
| YTD | +18.5% | -27.7% | +46.2% | +45.4% |
| 1Y | +17.5% | -28.1% | +45.6% | +44.5% |
| 3Y | +218.4% | -9.7% | +228.0% | +178.8% |
| 5Y | +99.1% | +19.5% | +79.6% | +25.8% |
| 10Y | +1,071.1% | +170.6% | +900.5% | +290.7% |
| All | +1,071.1% | +166.2% | +904.9% | +290.7% |
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