+124.7%
LITE vs UPST
-47.3%
+172.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.9% |
| 7D | -35.9% | -4.9% | -31.0% | -35.0% |
| 30D | -51.5% | -8.9% | -42.7% | -50.4% |
| 3M | -35.7% | -26.3% | -9.4% | -32.1% |
| 6M | -43.0% | -23.7% | -19.2% | -39.9% |
| YTD | +46.1% | -49.9% | +96.1% | +58.0% |
| 1Y | +124.7% | -42.0% | +166.7% | +111.3% |
| All | +124.7% | -47.3% | +172.0% | +111.3% |
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 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