+58.4%
LNT vs UPST
+7.9%
+50.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.1% | -3.5% | +3.5% | 0.0% |
| 30D | -3.2% | -7.1% | +3.9% | -3.1% |
| 3M | -4.1% | -13.1% | +9.0% | -4.0% |
| 6M | -4.6% | -1.1% | -3.5% | -4.7% |
| YTD | +7.0% | -35.9% | +42.9% | +7.4% |
| 1Y | +8.3% | -57.4% | +65.7% | +9.2% |
| 3Y | +51.0% | -14.9% | +65.9% | +49.4% |
| 5Y | +30.2% | -88.7% | +118.8% | +25.4% |
| All | +58.4% | +7.9% | +50.6% | +66.0% |
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