+789.5%
LLY vs UPST
-24.8%
+814.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.9% | +1.2% |
| 7D | +6.7% | -10.6% | +17.4% | +6.9% |
| 30D | +19.6% | -14.0% | +33.6% | +19.8% |
| 3M | +19.7% | -36.8% | +56.6% | +20.6% |
| 6M | +42.7% | -27.5% | +70.3% | +43.4% |
| YTD | +35.1% | -55.3% | +90.4% | +36.6% |
| 1Y | +42.2% | -47.5% | +89.7% | +43.3% |
| 3Y | +140.8% | -10.4% | +151.2% | +142.9% |
| 5Y | +480.6% | -92.6% | +573.2% | +476.4% |
| All | +789.5% | -24.8% | +814.2% | +905.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling