+64.0%
LHX vs UPST
-24.8%
+88.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -2.0% | +0.1% |
| 7D | +4.8% | -10.6% | +15.4% | +5.1% |
| 30D | +14.7% | -14.0% | +28.7% | +15.1% |
| 3M | -5.1% | -36.8% | +31.7% | -4.0% |
| 6M | -9.9% | -27.5% | +17.6% | -9.3% |
| YTD | -6.1% | -55.3% | +49.2% | -4.4% |
| 1Y | -4.0% | -47.5% | +43.6% | -2.8% |
| 3Y | +56.9% | -10.4% | +67.4% | +52.8% |
| 5Y | +36.6% | -92.6% | +129.2% | +33.9% |
| All | +64.0% | -24.8% | +88.8% | +56.5% |
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