+1,110.0%
UPRO vs LDOS
+228.4%
+881.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.0% | +0.8% |
| 7D | +9.7% | -3.5% | +13.1% | +13.0% |
| 30D | -9.8% | +9.5% | -19.3% | -18.0% |
| 3M | -9.1% | -6.3% | -2.8% | -5.8% |
| 6M | +0.9% | +2.8% | -1.9% | -6.8% |
| YTD | +21.9% | -26.6% | +48.5% | +49.7% |
| 1Y | +19.8% | -31.3% | +51.1% | +57.6% |
| 3Y | +227.4% | +30.9% | +196.4% | +89.7% |
| 5Y | +100.1% | +49.4% | +50.7% | -4.4% |
| All | +1,110.0% | +228.4% | +881.6% | +264.6% |
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