+59.9%
LNT vs UPST
+3.8%
+56.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.8% | +1.0% |
| 7D | +1.0% | -1.5% | +2.5% | +1.0% |
| 30D | -1.1% | -13.2% | +12.1% | -0.9% |
| 3M | -3.6% | -13.0% | +9.4% | -3.5% |
| 6M | -2.7% | -2.9% | +0.2% | -2.7% |
| YTD | +8.0% | -38.3% | +46.3% | +8.4% |
| 1Y | +10.5% | -60.5% | +70.9% | +11.4% |
| 3Y | +49.6% | -11.7% | +61.3% | +48.0% |
| 5Y | +32.2% | -90.2% | +122.4% | +27.2% |
| All | +59.9% | +3.8% | +56.2% | +67.7% |
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 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