+59.0%
LHX vs UPST
-0.8%
+59.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.3% | +9.9% | +1.9% |
| 7D | -0.6% | -4.5% | +3.9% | -0.5% |
| 30D | +16.5% | -15.3% | +31.8% | +16.9% |
| 3M | -4.3% | -32.4% | +28.1% | -3.3% |
| 6M | -7.1% | -29.5% | +22.4% | -6.3% |
| YTD | -4.8% | -53.3% | +48.5% | -3.1% |
| 1Y | -5.5% | -47.4% | +41.8% | -4.1% |
| All | +59.0% | -0.8% | +59.8% | +51.5% |
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 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