+73.0%
LMT vs UPST
+7.9%
+65.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.4% |
| 7D | -6.3% | -3.5% | -2.7% | -6.2% |
| 30D | -8.5% | -7.1% | -1.4% | -8.4% |
| 3M | +1.8% | -13.1% | +14.9% | +1.9% |
| 6M | -19.9% | -1.1% | -18.8% | -20.0% |
| YTD | +10.6% | -35.9% | +46.4% | +10.9% |
| 1Y | +17.9% | -57.4% | +75.4% | +18.8% |
| 3Y | +27.0% | -14.9% | +41.8% | +25.0% |
| 5Y | +68.7% | -88.7% | +157.3% | +67.1% |
| All | +73.0% | +7.9% | +65.2% | +63.8% |
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