+21.8%
LHX vs UPST
-90.0%
+111.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | -0.1% |
| 7D | -2.5% | -1.5% | -1.0% | -2.5% |
| 30D | -10.4% | -13.2% | +2.9% | -10.0% |
| 3M | -14.9% | -13.0% | -2.0% | -14.6% |
| 6M | -29.6% | -2.9% | -26.7% | -29.8% |
| YTD | -11.8% | -38.3% | +26.5% | -10.7% |
| 1Y | -5.1% | -60.5% | +55.4% | -2.7% |
| 3Y | +61.3% | -11.7% | +73.1% | +55.4% |
| All | +21.8% | -90.0% | +111.8% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling