+377.5%
LRCX vs UPST
-21.5%
+399.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.8% | +1.5% |
| 7D | -3.6% | -4.5% | +0.9% | -3.1% |
| 30D | -30.3% | -15.3% | -14.9% | -28.8% |
| 3M | -27.3% | -32.4% | +5.1% | -23.9% |
| 6M | -24.2% | -29.5% | +5.3% | -21.1% |
| YTD | +30.3% | -53.3% | +83.6% | +41.3% |
| 1Y | +34.3% | -47.4% | +81.6% | +43.3% |
| 3Y | +232.6% | -2.2% | +234.8% | +208.4% |
| 5Y | +286.2% | -92.0% | +378.2% | +281.3% |
| All | +377.5% | -21.5% | +399.0% | +320.6% |
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