+27.7%
LEN vs UPST
-26.3%
+54.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.9% | +3.7% | -2.6% |
| 7D | -8.7% | -13.5% | +4.8% | -7.6% |
| 30D | +11.6% | -19.6% | +31.2% | +13.6% |
| 3M | -1.3% | -34.2% | +32.9% | +2.2% |
| 6M | -1.4% | -31.2% | +29.8% | +1.5% |
| YTD | -16.9% | -56.2% | +39.3% | -11.9% |
| 1Y | -31.2% | -51.7% | +20.5% | -27.7% |
| 3Y | -25.6% | -8.2% | -17.3% | -30.0% |
| 5Y | -13.3% | -92.8% | +79.5% | -16.6% |
| All | +27.7% | -26.3% | +54.1% | +14.7% |
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