+22.0%
LEN vs UPST
+3.8%
+18.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | 0.0% | -3.5% |
| 7D | -2.9% | -1.5% | -1.4% | -2.7% |
| 30D | -8.9% | -13.2% | +4.4% | -7.8% |
| 3M | -10.9% | -13.0% | +2.1% | -9.9% |
| 6M | -19.7% | -2.9% | -16.8% | -19.8% |
| YTD | -20.6% | -38.3% | +17.7% | -18.1% |
| 1Y | -42.4% | -60.5% | +18.0% | -38.8% |
| 3Y | -26.5% | -11.7% | -14.8% | -31.2% |
| 5Y | -10.9% | -90.2% | +79.2% | -16.7% |
| All | +22.0% | +3.8% | +18.2% | +6.6% |
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