+419.8%
LNG vs UPST
+7.9%
+411.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.4% |
| 7D | +3.4% | -3.5% | +7.0% | +3.5% |
| 30D | +14.9% | -7.1% | +22.0% | +15.1% |
| 3M | +21.4% | -13.1% | +34.5% | +21.7% |
| 6M | +17.8% | -1.1% | +18.9% | +17.3% |
| YTD | +51.3% | -35.9% | +87.1% | +52.7% |
| 1Y | +24.4% | -57.4% | +81.9% | +27.1% |
| 3Y | +79.7% | -14.9% | +94.5% | +74.6% |
| 5Y | +241.3% | -88.7% | +330.0% | +229.1% |
| All | +419.8% | +7.9% | +411.9% | +426.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling