+63.3%
LIN vs UPST
-93.6%
+156.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.1% |
| 7D | +0.2% | -4.9% | +5.1% | +0.4% |
| 30D | +6.5% | -8.9% | +15.3% | +6.8% |
| 3M | +5.5% | -26.3% | +31.8% | +6.6% |
| 6M | +3.3% | -23.7% | +27.1% | +4.1% |
| YTD | +22.0% | -49.9% | +72.0% | +24.7% |
| 1Y | +25.7% | -42.0% | +67.7% | +27.5% |
| 3Y | +36.2% | -25.3% | +61.5% | +30.2% |
| All | +63.3% | -93.6% | +156.9% | +62.9% |
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