+391.2%
LNG vs UPST
-0.4%
+391.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.1% |
| 7D | -6.7% | -8.1% | +1.4% | -6.5% |
| 30D | +3.9% | -14.3% | +18.2% | +4.3% |
| 3M | +15.5% | -16.6% | +32.2% | +16.0% |
| 6M | +10.5% | -7.3% | +17.8% | +10.2% |
| YTD | +43.0% | -40.8% | +83.8% | +44.6% |
| 1Y | +18.9% | -62.4% | +81.3% | +21.9% |
| 3Y | +74.7% | -15.3% | +90.0% | +69.8% |
| 5Y | +231.2% | -91.1% | +322.3% | +219.8% |
| All | +391.2% | -0.4% | +391.6% | +398.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling