-9.3%
LHX vs UPST
-48.7%
+39.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +9.4% | -15.9% | -6.8% |
| 7D | -0.3% | -3.1% | +2.8% | -0.1% |
| 30D | +9.7% | -4.0% | +13.6% | +9.9% |
| 3M | -8.5% | -22.9% | +14.4% | -7.3% |
| 6M | -15.1% | -27.1% | +12.0% | -13.8% |
| YTD | -10.4% | -46.5% | +36.1% | -6.3% |
| 1Y | -9.3% | -49.4% | +40.1% | -4.8% |
| All | -9.3% | -48.7% | +39.4% | -4.8% |
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