+93.8%
LMT vs UPST
-14.4%
+108.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.7% |
| 7D | -8.5% | +4.4% | -13.0% | -8.6% |
| 30D | +15.4% | -7.7% | +23.1% | +15.5% |
| 3M | +0.7% | -28.4% | +29.1% | +0.9% |
| 6M | +17.6% | -23.2% | +40.8% | +17.8% |
| YTD | +23.8% | -49.1% | +72.9% | +24.4% |
| 1Y | +31.6% | -42.4% | +74.0% | +32.1% |
| 3Y | +44.0% | +5.4% | +38.7% | +41.3% |
| 5Y | +98.8% | -92.9% | +191.7% | +97.9% |
| All | +93.8% | -14.4% | +108.2% | +83.7% |
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