+30.0%
LIN vs UPST
-13.8%
+43.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.9% |
| 7D | -2.1% | -3.5% | +1.4% | -2.1% |
| 30D | -2.4% | -7.1% | +4.7% | -2.3% |
| 3M | -5.6% | -13.1% | +7.5% | -5.4% |
| 6M | -3.4% | -1.1% | -2.3% | -3.5% |
| YTD | +13.1% | -35.9% | +49.0% | +13.8% |
| 1Y | +2.5% | -57.4% | +59.9% | +3.9% |
| All | +30.0% | -13.8% | +43.8% | +29.6% |
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