-1.0%
LQD vs UPST
-62.0%
+61.1%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.9% | -0.1% |
| 7D | 0.0% | -8.1% | +8.1% | +0.2% |
| 30D | -0.2% | -14.3% | +14.1% | +0.2% |
| 3M | -1.7% | -16.6% | +15.0% | -1.3% |
| 6M | -2.7% | -7.3% | +4.6% | -2.6% |
| YTD | -1.4% | -40.8% | +39.4% | -0.9% |
| 1Y | -1.0% | -62.4% | +61.4% | -0.5% |
| All | -1.0% | -62.0% | +61.1% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling