+125.5%
LIN vs UPST
-14.8%
+140.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | -0.5% |
| 7D | +3.6% | -10.9% | +14.5% | +3.9% |
| 30D | +6.4% | -7.2% | +13.6% | +6.6% |
| 3M | +6.5% | -26.7% | +33.2% | +7.4% |
| 6M | +4.9% | -29.0% | +33.8% | +5.7% |
| YTD | +23.4% | -49.4% | +72.8% | +25.5% |
| 1Y | +26.3% | -47.0% | +73.3% | +28.1% |
| 3Y | +38.0% | -27.0% | +65.0% | +34.0% |
| 5Y | +68.0% | -93.3% | +161.3% | +63.3% |
| All | +125.5% | -14.8% | +140.3% | +108.3% |
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 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