+179.9%
LNG vs UPST
-93.3%
+273.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.7% |
| 7D | -8.4% | +4.4% | -12.8% | -8.6% |
| 30D | +2.7% | -7.7% | +10.3% | +2.9% |
| 3M | +11.7% | -28.4% | +40.2% | +13.1% |
| 6M | +19.5% | -23.2% | +42.6% | +20.2% |
| YTD | +48.0% | -49.1% | +97.1% | +51.1% |
| 1Y | +38.4% | -42.4% | +80.7% | +40.2% |
| 3Y | +71.9% | +5.4% | +66.5% | +62.7% |
| 5Y | +179.9% | -92.9% | +272.8% | +205.7% |
| All | +179.9% | -93.3% | +273.2% | +205.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling