+463.9%
LLY vs UPST
-93.3%
+557.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.6% | +4.2% |
| 7D | +0.1% | +4.4% | -4.3% | -0.1% |
| 30D | +19.7% | -7.7% | +27.4% | +20.0% |
| 3M | +19.3% | -28.4% | +47.7% | +20.4% |
| 6M | +49.3% | -23.2% | +72.5% | +50.3% |
| YTD | +32.0% | -49.1% | +81.1% | +34.1% |
| 1Y | +53.7% | -42.4% | +96.1% | +55.4% |
| 3Y | +143.7% | +5.4% | +138.4% | +142.8% |
| 5Y | +463.9% | -92.9% | +556.8% | +459.5% |
| All | +463.9% | -93.3% | +557.2% | +459.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling