+24.4%
LNG vs UPST
-56.5%
+81.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.3% |
| 7D | +3.4% | -3.5% | +7.0% | +3.2% |
| 30D | +14.9% | -7.1% | +22.0% | +14.5% |
| 3M | +21.4% | -13.1% | +34.5% | +21.0% |
| 6M | +17.8% | -1.1% | +18.9% | +17.5% |
| YTD | +51.3% | -35.9% | +87.1% | +51.9% |
| 1Y | +24.4% | -57.4% | +81.9% | +22.2% |
| All | +24.4% | -56.5% | +81.0% | +22.2% |
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