+20.4%
LII vs UPST
-93.6%
+114.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.8% |
| 7D | -0.6% | -4.9% | +4.3% | -0.2% |
| 30D | -4.6% | -8.9% | +4.3% | -3.8% |
| 3M | -21.2% | -26.3% | +5.1% | -18.9% |
| 6M | -36.4% | -23.7% | -12.7% | -34.9% |
| YTD | -28.9% | -49.9% | +21.0% | -24.8% |
| 1Y | -29.5% | -42.0% | +12.4% | -26.7% |
| 3Y | -8.6% | -25.3% | +16.7% | -13.3% |
| All | +20.4% | -93.6% | +114.0% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling