+39.2%
LDOS vs UPST
-14.8%
+54.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.4% | +0.3% |
| 7D | -3.7% | -10.9% | +7.2% | -3.3% |
| 30D | +16.4% | -7.2% | +23.6% | +16.6% |
| 3M | +7.4% | -26.7% | +34.1% | +8.5% |
| 6M | -0.3% | -29.0% | +28.6% | +0.7% |
| YTD | -24.0% | -49.4% | +25.4% | -22.5% |
| 1Y | -29.6% | -47.0% | +17.4% | -28.3% |
| 3Y | +35.1% | -27.0% | +62.1% | +33.6% |
| 5Y | +52.9% | -93.3% | +146.2% | +52.0% |
| All | +39.2% | -14.8% | +54.1% | +36.3% |
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