-29.6%
LEN vs UPST
-46.8%
+17.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -6.4% | -12.1% | +5.7% | -4.1% |
| 30D | +15.6% | -13.4% | +29.1% | +18.3% |
| 3M | -0.8% | -31.2% | +30.5% | +5.6% |
| 6M | +0.4% | -28.3% | +28.7% | +6.0% |
| YTD | -14.1% | -53.0% | +38.8% | -7.0% |
| 1Y | -29.6% | -47.2% | +17.6% | -28.7% |
| All | -29.6% | -46.8% | +17.2% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling