+72.5%
LNT vs UPST
-24.8%
+97.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.5% |
| 7D | +1.0% | -10.6% | +11.7% | +1.2% |
| 30D | +9.6% | -14.0% | +23.6% | +9.8% |
| 3M | +5.4% | -36.8% | +42.2% | +5.9% |
| 6M | +3.1% | -27.5% | +30.6% | +3.4% |
| YTD | +16.5% | -55.3% | +71.7% | +17.3% |
| 1Y | +12.3% | -47.5% | +59.9% | +12.9% |
| 3Y | +70.3% | -10.4% | +80.7% | +68.8% |
| 5Y | +56.4% | -92.6% | +149.0% | +50.9% |
| All | +72.5% | -24.8% | +97.3% | +81.4% |
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 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