+1,563.7%
LITE vs UPST
-13.8%
+1,577.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.3% |
| 7D | -1.5% | -3.5% | +2.0% | -0.8% |
| 30D | +6.7% | -7.1% | +13.8% | +8.0% |
| 3M | -6.8% | -13.1% | +6.3% | -4.3% |
| 6M | +29.4% | -1.1% | +30.5% | +28.0% |
| YTD | +139.1% | -35.9% | +174.9% | +154.4% |
| 1Y | +521.0% | -57.4% | +578.4% | +613.8% |
| All | +1,563.7% | -13.8% | +1,577.5% | +1,413.2% |
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