+72.0%
LNT vs UPST
-21.5%
+93.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | -0.2% |
| 7D | +1.6% | -4.5% | +6.0% | +1.6% |
| 30D | +12.1% | -15.3% | +27.4% | +12.3% |
| 3M | +8.2% | -32.4% | +40.6% | +8.6% |
| 6M | +3.6% | -29.5% | +33.1% | +3.9% |
| YTD | +16.2% | -53.3% | +69.5% | +17.0% |
| 1Y | +12.8% | -47.4% | +60.1% | +13.4% |
| 3Y | +66.5% | -2.2% | +68.7% | +64.9% |
| 5Y | +53.8% | -92.0% | +145.9% | +48.4% |
| All | +72.0% | -21.5% | +93.5% | +80.9% |
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