+607.4%
LLY vs UPST
+7.9%
+599.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.9% |
| 7D | -2.1% | -3.5% | +1.4% | -2.1% |
| 30D | -1.6% | -7.1% | +5.5% | -1.5% |
| 3M | +2.3% | -13.1% | +15.4% | +2.5% |
| 6M | +14.9% | -1.1% | +16.0% | +14.8% |
| YTD | +7.5% | -35.9% | +43.3% | +8.0% |
| 1Y | +55.7% | -57.4% | +113.1% | +57.3% |
| 3Y | +110.6% | -14.9% | +125.5% | +111.3% |
| 5Y | +363.4% | -88.7% | +452.1% | +358.3% |
| All | +607.4% | +7.9% | +599.5% | +695.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling