+89.7%
LMT vs UPST
-93.6%
+183.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.6% |
| 7D | -11.0% | -4.9% | -6.1% | -10.9% |
| 30D | +13.6% | -8.9% | +22.5% | +13.7% |
| 3M | -2.1% | -26.3% | +24.2% | -1.9% |
| 6M | +11.7% | -23.7% | +35.4% | +11.8% |
| YTD | +19.4% | -49.9% | +69.3% | +19.9% |
| 1Y | +24.1% | -42.0% | +66.0% | +24.4% |
| 3Y | +36.2% | -25.3% | +61.4% | +34.1% |
| All | +89.7% | -93.6% | +183.2% | +91.1% |
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