+72.8%
LMT vs UPST
-0.4%
+73.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.9% | -2.1% |
| 7D | -1.3% | -8.1% | +6.8% | -1.3% |
| 30D | -12.5% | -14.3% | +1.8% | -12.4% |
| 3M | -0.5% | -16.6% | +16.2% | -0.3% |
| 6M | -20.0% | -7.3% | -12.8% | -20.1% |
| YTD | +10.4% | -40.8% | +51.2% | +10.8% |
| 1Y | +17.7% | -62.4% | +80.1% | +18.7% |
| 3Y | +34.3% | -15.3% | +49.6% | +32.2% |
| 5Y | +71.8% | -91.1% | +162.9% | +70.7% |
| All | +72.8% | -0.4% | +73.2% | +63.6% |
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