-25.6%
LEN vs UPST
-4.9%
-20.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | -5.8% | -10.6% | +4.9% | -4.6% |
| 30D | +13.7% | -14.0% | +27.7% | +15.5% |
| 3M | -3.9% | -36.8% | +33.0% | +0.8% |
| 6M | -0.4% | -27.5% | +27.2% | +2.8% |
| YTD | -16.8% | -55.3% | +38.4% | -11.0% |
| 1Y | -29.5% | -47.5% | +18.1% | -25.8% |
| 3Y | -25.6% | -10.4% | -15.1% | -32.1% |
| All | -25.6% | -4.9% | -20.7% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling