-6.7%
LII vs UPST
-28.6%
+21.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.5% | -2.2% |
| 7D | +0.2% | -10.9% | +11.1% | +1.4% |
| 30D | -4.6% | -7.2% | +2.6% | -3.9% |
| 3M | -21.7% | -26.7% | +5.0% | -19.1% |
| 6M | -32.8% | -29.0% | -3.8% | -30.6% |
| YTD | -27.5% | -49.4% | +21.9% | -23.1% |
| 1Y | -28.0% | -47.0% | +19.0% | -24.2% |
| All | -6.7% | -28.6% | +21.8% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling