+134.1%
LLY vs UPST
-28.6%
+162.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.3% | +1.5% | -3.5% |
| 7D | -0.7% | -10.9% | +10.2% | -0.1% |
| 30D | +17.9% | -7.2% | +25.1% | +18.2% |
| 3M | +16.8% | -26.7% | +43.5% | +18.4% |
| 6M | +38.4% | -29.0% | +67.4% | +40.3% |
| YTD | +27.6% | -49.4% | +77.0% | +30.8% |
| 1Y | +48.3% | -47.0% | +95.3% | +51.5% |
| All | +134.1% | -28.6% | +162.6% | +146.0% |
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