+80.9%
UPRO vs LDOS
+52.0%
+28.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | +0.1% | -13.3% | -13.2% |
| 7D | -14.4% | -3.7% | -10.7% | -12.9% |
| 30D | -18.2% | +16.4% | -34.6% | -25.1% |
| 3M | -16.4% | +7.4% | -23.8% | -20.6% |
| 6M | -2.6% | -0.3% | -2.3% | -4.1% |
| YTD | +11.1% | -24.0% | +35.2% | +26.6% |
| 1Y | +11.8% | -29.6% | +41.3% | +34.3% |
| 3Y | +209.9% | +35.1% | +174.8% | +108.0% |
| 5Y | +80.9% | +52.9% | +28.0% | +16.9% |
| All | +80.9% | +52.0% | +28.9% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling