+1,167.0%
UPRO vs LDOS
+278.0%
+889.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.7% |
| 7D | +0.1% | -5.4% | +5.5% | +5.1% |
| 30D | -0.9% | +4.9% | -5.8% | -6.1% |
| 3M | +1.9% | +7.2% | -5.3% | -7.2% |
| 6M | +33.1% | -24.2% | +57.4% | +67.0% |
| YTD | +31.8% | -25.8% | +57.6% | +63.3% |
| 1Y | +48.3% | -24.7% | +73.0% | +79.6% |
| 3Y | +221.5% | +39.3% | +182.2% | +78.2% |
| 5Y | +136.7% | +43.3% | +93.4% | +22.7% |
| All | +1,167.0% | +278.0% | +889.0% | +253.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling