+29.8%
UPRO vs LUMN
-59.3%
+89.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.9% | +10.8% | +6.2% |
| 7D | -2.6% | -6.9% | +4.3% | -1.1% |
| 30D | -4.3% | -20.5% | +16.2% | +0.5% |
| 3M | -4.3% | -33.4% | +29.1% | +4.3% |
| 6M | +14.7% | -52.1% | +66.8% | +34.1% |
| YTD | +28.0% | -42.5% | +70.5% | +40.0% |
| 1Y | +29.8% | -57.6% | +87.4% | +47.7% |
| All | +29.8% | -59.3% | +89.1% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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