+232.7%
LITE vs UPST
-48.7%
+281.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +9.4% | -17.3% | -9.0% |
| 7D | -31.4% | -3.1% | -28.3% | -31.0% |
| 30D | -42.6% | -4.0% | -38.6% | -42.2% |
| 3M | -26.2% | -22.9% | -3.3% | -24.2% |
| 6M | -35.8% | -27.1% | -8.7% | -33.6% |
| YTD | +70.0% | -46.5% | +116.6% | +71.8% |
| 1Y | +232.7% | -49.4% | +282.2% | +237.7% |
| All | +232.7% | -48.7% | +281.4% | +237.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling