+36.8%
LII vs UPST
-24.8%
+61.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +1.0% |
| 7D | +2.9% | -10.6% | +13.6% | +3.8% |
| 30D | +0.9% | -14.0% | +14.9% | +2.0% |
| 3M | -15.5% | -36.8% | +21.3% | -12.6% |
| 6M | -30.2% | -27.5% | -2.7% | -28.6% |
| YTD | -26.8% | -55.3% | +28.4% | -23.0% |
| 1Y | -25.3% | -47.5% | +22.3% | -22.3% |
| 3Y | -7.8% | -10.4% | +2.7% | -11.3% |
| 5Y | +17.0% | -92.6% | +109.6% | +13.3% |
| All | +36.8% | -24.8% | +61.5% | +25.8% |
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