+11,332.2%
UPRO vs LII
+1,258.7%
+10,073.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +2.8% |
| 7D | -8.7% | -0.6% | -8.1% | -8.0% |
| 30D | -16.9% | -4.6% | -12.3% | -14.5% |
| 3M | -15.3% | -21.2% | +6.0% | +5.6% |
| 6M | -5.7% | -36.4% | +30.7% | +39.3% |
| YTD | +12.1% | -28.9% | +41.0% | +41.7% |
| 1Y | +16.4% | -29.5% | +46.0% | +48.0% |
| 3Y | +210.5% | -8.6% | +219.1% | +173.4% |
| 5Y | +82.4% | +20.2% | +62.2% | +18.7% |
| 10Y | +1,144.5% | +166.2% | +978.3% | +245.4% |
| All | +11,332.2% | +1,258.7% | +10,073.5% | +407.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling