+97.5%
UPRO vs LTH
+137.1%
-39.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -2.4% |
| 7D | +7.4% | -1.3% | +8.7% | +8.0% |
| 30D | -7.9% | +15.7% | -23.6% | -15.2% |
| 3M | -12.0% | +5.0% | -17.0% | -15.1% |
| 6M | -2.0% | +37.7% | -39.6% | -19.4% |
| YTD | +20.4% | +75.0% | -54.6% | -15.0% |
| 1Y | +24.5% | +82.6% | -58.1% | -14.3% |
| 3Y | +224.4% | +241.3% | -16.9% | +53.3% |
| All | +97.5% | +137.1% | -39.6% | -5.5% |
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