+132.2%
LLY vs UPST
-29.4%
+161.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -4.5% | -4.9% | +0.4% | -4.3% |
| 30D | +13.9% | -8.9% | +22.8% | +14.3% |
| 3M | +13.8% | -26.3% | +40.1% | +15.3% |
| 6M | +37.6% | -23.7% | +61.3% | +39.0% |
| YTD | +26.6% | -49.9% | +76.5% | +29.9% |
| 1Y | +45.3% | -42.0% | +87.3% | +47.8% |
| 3Y | +132.2% | -25.3% | +157.5% | +144.2% |
| All | +132.2% | -29.4% | +161.6% | +144.2% |
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