+1,091.6%
UPRO vs LDOS
+262.7%
+828.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.3% | +4.6% | +4.9% |
| 7D | -0.9% | -5.8% | +4.9% | +4.2% |
| 30D | -11.4% | +11.6% | -23.0% | -20.7% |
| 3M | -10.9% | -1.0% | -9.9% | -12.1% |
| 6M | -0.5% | +5.1% | -5.6% | -9.7% |
| YTD | +19.9% | -24.0% | +43.9% | +42.9% |
| 1Y | +24.2% | -30.3% | +54.5% | +61.9% |
| 3Y | +236.9% | +37.0% | +200.0% | +87.6% |
| 5Y | +96.6% | +53.4% | +43.2% | -7.7% |
| 10Y | +1,091.6% | +252.0% | +839.6% | +260.9% |
| All | +1,091.6% | +262.7% | +828.9% | +260.9% |
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