+160.5%
UPRO vs LTH
+160.9%
-0.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | -0.9% | -4.6% | +3.7% | +1.3% |
| 3M | +1.9% | +32.8% | -30.9% | -13.5% |
| 6M | +33.1% | +64.6% | -31.5% | -0.9% |
| YTD | +31.8% | +62.6% | -30.9% | -1.7% |
| 1Y | +48.3% | +49.9% | -1.7% | +15.0% |
| 3Y | +221.5% | +151.3% | +70.1% | +83.5% |
| All | +160.5% | +160.9% | -0.4% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling