+402.0%
LRCX vs UPST
-26.3%
+428.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.9% | +6.0% | 0.0% |
| 7D | +26.2% | -13.5% | +39.7% | +28.5% |
| 30D | -22.4% | -19.6% | -2.7% | -20.3% |
| 3M | -28.2% | -34.2% | +6.0% | -24.6% |
| 6M | -19.0% | -31.2% | +12.2% | -15.4% |
| YTD | +37.0% | -56.2% | +93.2% | +49.7% |
| 1Y | +45.5% | -51.7% | +97.2% | +56.9% |
| 3Y | +249.7% | -8.2% | +257.9% | +226.8% |
| 5Y | +293.9% | -92.8% | +386.6% | +292.7% |
| All | +402.0% | -26.3% | +428.3% | +345.6% |
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