+394.6%
LNG vs UPST
-3.5%
+398.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.7% | +0.8% |
| 7D | -4.5% | -12.0% | +7.5% | -4.1% |
| 30D | +4.7% | -16.0% | +20.7% | +5.2% |
| 3M | +15.1% | -17.2% | +32.3% | +15.6% |
| 6M | +13.6% | -10.9% | +24.4% | +13.4% |
| YTD | +44.0% | -42.6% | +86.6% | +45.8% |
| 1Y | +18.4% | -59.8% | +78.2% | +21.1% |
| 3Y | +75.9% | -17.9% | +93.8% | +71.1% |
| 5Y | +231.7% | -90.7% | +322.4% | +220.7% |
| All | +394.6% | -3.5% | +398.0% | +402.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling