+17.5%
UPRO vs LII
-28.7%
+46.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -2.9% | +0.4% | -3.3% | -2.8% |
| 30D | -12.4% | -2.4% | -10.0% | -12.1% |
| 3M | -11.9% | -17.5% | +5.6% | -5.1% |
| 6M | -1.7% | -32.8% | +31.2% | +13.5% |
| YTD | +18.5% | -27.7% | +46.2% | +26.8% |
| 1Y | +17.5% | -28.1% | +45.6% | +26.3% |
| All | +17.5% | -28.7% | +46.2% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling