+24.5%
UPRO vs LPLA
-21.6%
+46.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +7.4% | -0.9% | +8.3% | +7.7% |
| 30D | -7.9% | -9.5% | +1.6% | -5.3% |
| 3M | -12.0% | -21.9% | +9.9% | -5.2% |
| 6M | -2.0% | -2.6% | +0.7% | -1.9% |
| YTD | +20.4% | -17.8% | +38.2% | +26.0% |
| 1Y | +24.5% | -21.2% | +45.7% | +35.1% |
| All | +24.5% | -21.6% | +46.1% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling