+40.7%
LDOS vs UPST
-21.5%
+62.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.3% | +9.4% | +1.4% |
| 7D | +1.9% | -4.5% | +6.4% | +2.0% |
| 30D | +12.8% | -15.3% | +28.1% | +13.4% |
| 3M | -1.0% | -32.4% | +31.4% | +0.3% |
| 6M | +6.2% | -29.5% | +35.7% | +7.3% |
| YTD | -23.2% | -53.3% | +30.1% | -21.4% |
| 1Y | -29.5% | -47.4% | +17.9% | -28.1% |
| 3Y | +37.1% | -2.2% | +39.3% | +34.8% |
| 5Y | +55.6% | -92.0% | +147.7% | +54.8% |
| All | +40.7% | -21.5% | +62.2% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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