+32.8%
LII vs UPST
-15.8%
+48.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.9% |
| 7D | -0.6% | -4.9% | +4.3% | -0.3% |
| 30D | -4.6% | -8.9% | +4.3% | -4.0% |
| 3M | -21.2% | -26.3% | +5.1% | -19.5% |
| 6M | -36.4% | -23.7% | -12.7% | -35.3% |
| YTD | -28.9% | -49.9% | +21.0% | -25.8% |
| 1Y | -29.5% | -42.0% | +12.4% | -27.3% |
| 3Y | -8.6% | -25.3% | +16.7% | -11.5% |
| 5Y | +20.2% | -93.4% | +113.6% | +15.7% |
| All | +32.8% | -15.8% | +48.7% | +21.1% |
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