+81.9%
UPRO vs LTH
+142.9%
-61.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.5% |
| 7D | -8.7% | +4.5% | -13.2% | -10.9% |
| 30D | -16.9% | +16.3% | -33.2% | -23.6% |
| 3M | -15.3% | +8.4% | -23.6% | -19.6% |
| 6M | -5.7% | +40.3% | -46.0% | -23.2% |
| YTD | +12.1% | +77.3% | -65.2% | -21.1% |
| 1Y | +16.4% | +88.0% | -71.5% | -20.8% |
| 3Y | +210.5% | +274.3% | -63.7% | +40.1% |
| All | +81.9% | +142.9% | -61.0% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling