-25.3%
LII vs UPST
-49.8%
+24.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.8% |
| 7D | +2.9% | -10.6% | +13.6% | +4.6% |
| 30D | +0.9% | -14.0% | +14.9% | +2.9% |
| 3M | -15.5% | -36.8% | +21.3% | -10.0% |
| 6M | -30.2% | -27.5% | -2.7% | -26.7% |
| YTD | -26.8% | -55.3% | +28.4% | -19.7% |
| 1Y | -25.3% | -47.5% | +22.3% | -22.3% |
| All | -25.3% | -49.8% | +24.6% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling