+35.6%
LMT vs UPST
-51.0%
+86.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +5.9% | -1.2% |
| 7D | +4.8% | -13.5% | +18.4% | +4.4% |
| 30D | +19.9% | -19.6% | +39.5% | +19.3% |
| 3M | +0.2% | -34.2% | +34.4% | -0.5% |
| 6M | +17.4% | -31.2% | +48.6% | +16.6% |
| YTD | +27.2% | -56.2% | +83.4% | +27.5% |
| 1Y | +35.6% | -51.7% | +87.3% | +35.4% |
| All | +35.6% | -51.0% | +86.6% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling