+51.1%
LII vs UPST
+7.9%
+43.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.3% |
| 7D | -0.7% | -3.5% | +2.8% | -0.4% |
| 30D | -12.6% | -7.1% | -5.5% | -12.1% |
| 3M | -24.4% | -13.1% | -11.4% | -23.7% |
| 6M | -28.7% | -1.1% | -27.6% | -29.0% |
| YTD | -19.1% | -35.9% | +16.7% | -17.1% |
| 1Y | -29.7% | -57.4% | +27.7% | -25.9% |
| 3Y | +4.8% | -14.9% | +19.6% | +0.2% |
| 5Y | +24.6% | -88.7% | +113.2% | +17.3% |
| All | +51.1% | +7.9% | +43.3% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling