+5,522.6%
UPRO vs LPLA
+1,060.6%
+4,462.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +2.2% |
| 7D | -8.7% | +4.1% | -12.8% | -11.4% |
| 30D | -16.9% | -9.0% | -7.9% | -12.4% |
| 3M | -15.3% | -17.6% | +2.4% | -4.4% |
| 6M | -5.7% | -8.8% | +3.1% | -3.2% |
| YTD | +12.1% | -17.0% | +29.1% | +20.9% |
| 1Y | +16.4% | -20.4% | +36.8% | +29.8% |
| 3Y | +210.5% | +35.4% | +175.1% | +118.3% |
| 5Y | +82.4% | +79.7% | +2.6% | -1.9% |
| 10Y | +1,144.5% | +915.0% | +229.6% | +106.1% |
| All | +5,522.6% | +1,060.6% | +4,462.0% | +592.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling