+228.4%
UPRO vs LTH
+234.6%
-6.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.1% | +0.9% |
| 7D | +9.7% | -4.6% | +14.3% | +12.0% |
| 30D | -9.8% | +14.8% | -24.6% | -15.7% |
| 3M | -9.1% | +3.9% | -13.0% | -11.3% |
| 6M | +0.9% | +35.5% | -34.6% | -14.6% |
| YTD | +21.9% | +71.3% | -49.4% | -10.1% |
| 1Y | +19.8% | +75.7% | -55.9% | -12.9% |
| All | +228.4% | +234.6% | -6.2% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling