+1,103.8%
LITE vs UPST
-28.6%
+1,132.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.3% | -13.4% | -17.6% |
| 7D | -44.6% | -10.9% | -33.7% | -43.1% |
| 30D | -55.0% | -7.2% | -47.8% | -54.2% |
| 3M | -38.3% | -26.7% | -11.6% | -34.6% |
| 6M | -48.8% | -29.0% | -19.8% | -45.5% |
| YTD | +38.3% | -49.4% | +87.7% | +54.0% |
| 1Y | +119.0% | -47.0% | +166.0% | +140.8% |
| All | +1,103.8% | -28.6% | +1,132.4% | +1,101.9% |
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 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