+137.0%
UPRO vs LTH
+183.0%
-46.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.5% | +7.4% | +7.2% |
| 7D | -0.9% | +7.0% | -7.9% | -4.4% |
| 30D | -11.4% | +15.4% | -26.9% | -18.2% |
| 3M | -10.9% | +7.0% | -17.9% | -14.8% |
| 6M | -0.5% | +46.9% | -47.4% | -20.7% |
| YTD | +19.9% | +76.4% | -56.5% | -14.9% |
| 1Y | +24.2% | +83.7% | -59.5% | -13.9% |
| 3Y | +236.9% | +248.9% | -11.9% | +61.3% |
| 5Y | +96.6% | +141.8% | -45.3% | -5.8% |
| All | +137.0% | +183.0% | -46.0% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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