+35.9%
LDOS vs UPST
-28.6%
+64.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.4% | +0.4% |
| 7D | -3.7% | -10.9% | +7.2% | -3.1% |
| 30D | +16.4% | -7.2% | +23.6% | +16.8% |
| 3M | +7.4% | -26.7% | +34.1% | +9.3% |
| 6M | -0.3% | -29.0% | +28.6% | +1.3% |
| YTD | -24.0% | -49.4% | +25.4% | -21.4% |
| 1Y | -29.6% | -47.0% | +17.4% | -27.4% |
| All | +35.9% | -28.6% | +64.5% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling