+225.6%
UPRO vs LII
+5.3%
+220.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -2.0% |
| 7D | +0.1% | -0.7% | +0.8% | +0.5% |
| 30D | -0.9% | -12.6% | +11.7% | +7.9% |
| 3M | +1.9% | -24.4% | +26.4% | +18.9% |
| 6M | +33.1% | -28.7% | +61.8% | +60.5% |
| YTD | +31.8% | -19.1% | +50.9% | +42.6% |
| 1Y | +48.3% | -29.7% | +78.0% | +77.3% |
| All | +225.6% | +5.3% | +220.3% | +192.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling