-29.6%
LDOS vs UPST
-43.8%
+14.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.4% | +0.9% |
| 7D | -3.7% | -10.9% | +7.2% | -2.2% |
| 30D | +16.4% | -7.2% | +23.6% | +17.3% |
| 3M | +7.4% | -26.7% | +34.1% | +12.0% |
| 6M | -0.3% | -29.0% | +28.6% | +3.5% |
| YTD | -24.0% | -49.4% | +25.4% | -14.3% |
| 1Y | -29.6% | -47.0% | +17.4% | -21.3% |
| All | -29.6% | -43.8% | +14.2% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling