+1,232.5%
UPRO vs LPLA
+1,198.0%
+34.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -1.3% | -1.5% | +0.2% | 0.0% |
| 30D | -5.0% | -6.0% | +0.9% | -0.3% |
| 3M | +7.5% | +21.4% | -13.9% | -9.4% |
| 6M | +33.2% | +12.1% | +21.2% | +17.6% |
| YTD | +27.7% | -1.8% | +29.6% | +23.8% |
| 1Y | +43.0% | +3.2% | +39.8% | +31.1% |
| 3Y | +224.4% | +45.9% | +178.5% | +111.5% |
| 5Y | +135.9% | +144.7% | -8.8% | -10.9% |
| 10Y | +1,232.5% | +1,222.4% | +10.1% | +81.4% |
| All | +1,232.5% | +1,198.0% | +34.5% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 10y: compounded portfolio wealth divided by compounded LPLA 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…
10y analysis · Full analysis span regression · 6 months rolling