+36.0%
LDOS vs UPST
+7.9%
+28.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 3M | +7.2% | -13.1% | +20.3% | +7.6% |
| 6M | -24.2% | -1.1% | -23.2% | -24.4% |
| YTD | -25.8% | -35.9% | +10.1% | -24.9% |
| 1Y | -24.7% | -57.4% | +32.7% | -23.0% |
| 3Y | +39.3% | -14.9% | +54.2% | +36.8% |
| 5Y | +43.3% | -88.7% | +132.0% | +40.9% |
| All | +36.0% | +7.9% | +28.1% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling