+450.8%
LNG vs UPST
-24.8%
+475.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.4% | -0.3% |
| 7D | +11.3% | -10.6% | +22.0% | +11.7% |
| 30D | +10.6% | -14.0% | +24.6% | +11.0% |
| 3M | +16.1% | -36.8% | +53.0% | +17.6% |
| 6M | +29.6% | -27.5% | +57.1% | +30.3% |
| YTD | +60.3% | -55.3% | +115.6% | +63.4% |
| 1Y | +46.1% | -47.5% | +93.7% | +47.9% |
| 3Y | +85.9% | -10.4% | +96.4% | +80.6% |
| 5Y | +210.8% | -92.6% | +303.4% | +201.9% |
| All | +450.8% | -24.8% | +475.6% | +463.3% |
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