+49.6%
LHX vs UPST
-3.5%
+53.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | -0.7% |
| 7D | -4.8% | -12.0% | +7.2% | -4.5% |
| 30D | -12.7% | -16.0% | +3.3% | -12.3% |
| 3M | -17.6% | -17.2% | -0.5% | -17.3% |
| 6M | -30.7% | -10.9% | -19.9% | -30.7% |
| YTD | -14.3% | -42.6% | +28.3% | -13.3% |
| 1Y | -8.4% | -59.8% | +51.4% | -6.6% |
| 3Y | +56.7% | -17.9% | +74.6% | +52.7% |
| 5Y | +18.5% | -90.7% | +109.2% | +15.5% |
| All | +49.6% | -3.5% | +53.0% | +41.9% |
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