+45.2%
LDOS vs UPST
-88.8%
+134.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.6% |
| 7D | -5.4% | -3.5% | -1.9% | -5.3% |
| 30D | +4.9% | -7.1% | +12.0% | +5.2% |
| 3M | +7.2% | -13.1% | +20.3% | +7.7% |
| 6M | -24.2% | -1.1% | -23.2% | -24.5% |
| YTD | -25.8% | -35.9% | +10.1% | -24.6% |
| 1Y | -24.7% | -57.4% | +32.7% | -22.4% |
| 3Y | +39.3% | -14.9% | +54.2% | +35.7% |
| All | +45.2% | -88.8% | +134.0% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling