+18.8%
UPRO vs LTH
+83.5%
-64.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.5% | +7.4% | +7.1% |
| 7D | -0.9% | +7.0% | -7.9% | -2.8% |
| 30D | -11.4% | +15.4% | -26.9% | -15.1% |
| 3M | -10.9% | +7.0% | -17.9% | -12.8% |
| 6M | -0.5% | +46.9% | -47.4% | -14.3% |
| YTD | +19.9% | +76.4% | -56.5% | -6.3% |
| All | +18.8% | +83.5% | -64.6% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling