+26.9%
LEN vs UPST
+7.9%
+19.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -3.2% | -3.5% | +0.4% | -2.9% |
| 30D | -4.9% | -7.1% | +2.2% | -4.3% |
| 3M | -8.5% | -13.1% | +4.6% | -7.5% |
| 6M | -20.7% | -1.1% | -19.6% | -20.9% |
| YTD | -17.4% | -35.9% | +18.4% | -15.1% |
| 1Y | -38.2% | -57.4% | +19.2% | -34.7% |
| 3Y | -24.9% | -14.9% | -10.0% | -29.5% |
| 5Y | -11.4% | -88.7% | +77.2% | -17.5% |
| All | +26.9% | +7.9% | +19.0% | +10.5% |
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