+224.4%
UPRO vs LII
-8.2%
+232.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.9% |
| 7D | +7.4% | +2.9% | +4.5% | +5.6% |
| 30D | -7.9% | +0.9% | -8.8% | -9.2% |
| 3M | -12.0% | -15.5% | +3.5% | -3.0% |
| 6M | -2.0% | -30.2% | +28.2% | +18.6% |
| YTD | +20.4% | -26.8% | +47.2% | +37.4% |
| 1Y | +24.5% | -25.3% | +49.8% | +39.6% |
| 3Y | +224.4% | -7.8% | +232.1% | +224.2% |
| All | +224.4% | -8.2% | +232.5% | +224.2% |
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 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