+54.4%
LHX vs UPST
+7.9%
+46.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.7% |
| 7D | -2.0% | -3.5% | +1.6% | -1.9% |
| 30D | -9.9% | -7.1% | -2.8% | -9.8% |
| 3M | -16.5% | -13.1% | -3.4% | -16.2% |
| 6M | -29.6% | -1.1% | -28.5% | -29.8% |
| YTD | -11.6% | -35.9% | +24.3% | -10.8% |
| 1Y | -4.1% | -57.4% | +53.3% | -2.3% |
| 3Y | +53.3% | -14.9% | +68.1% | +49.2% |
| 5Y | +22.3% | -88.7% | +110.9% | +18.7% |
| All | +54.4% | +7.9% | +46.5% | +46.0% |
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