+225.6%
UPRO vs LDOS
+39.7%
+185.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +0.1% | -5.4% | +5.5% | +2.1% |
| 30D | -0.9% | +4.9% | -5.8% | -3.0% |
| 3M | +1.9% | +7.2% | -5.3% | -1.2% |
| 6M | +33.1% | -24.2% | +57.4% | +49.7% |
| YTD | +31.8% | -25.8% | +57.6% | +47.9% |
| 1Y | +48.3% | -24.7% | +73.0% | +64.7% |
| All | +225.6% | +39.7% | +185.8% | +156.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling