+24.5%
UPRO vs LII
-26.1%
+50.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.7% |
| 7D | +7.4% | +2.9% | +4.5% | +6.2% |
| 30D | -7.9% | +0.9% | -8.8% | -8.8% |
| 3M | -12.0% | -15.5% | +3.5% | -6.1% |
| 6M | -2.0% | -30.2% | +28.2% | +11.1% |
| YTD | +20.4% | -26.8% | +47.2% | +28.0% |
| 1Y | +24.5% | -25.3% | +49.8% | +30.3% |
| All | +24.5% | -26.1% | +50.6% | +30.3% |
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