+222.4%
LNG vs UPST
-90.2%
+312.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.8% | -1.7% | -5.3% |
| 7D | -6.2% | -1.5% | -4.7% | -6.1% |
| 30D | +8.0% | -13.2% | +21.2% | +8.6% |
| 3M | +16.9% | -13.0% | +29.9% | +17.3% |
| 6M | +8.7% | -2.9% | +11.5% | +8.1% |
| YTD | +43.0% | -38.3% | +81.3% | +45.1% |
| 1Y | +19.4% | -60.5% | +79.9% | +23.5% |
| 3Y | +74.7% | -11.7% | +86.5% | +66.4% |
| 5Y | +222.4% | -90.2% | +312.6% | +249.6% |
| All | +222.4% | -90.2% | +312.6% | +249.6% |
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 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