+34.3%
LRCX vs UPST
-48.7%
+82.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.8% | +2.7% |
| 7D | -3.6% | -4.5% | +0.9% | -2.4% |
| 30D | -30.3% | -15.3% | -14.9% | -27.1% |
| 3M | -27.3% | -32.4% | +5.1% | -19.6% |
| 6M | -24.2% | -29.5% | +5.3% | -16.8% |
| YTD | +30.3% | -53.3% | +83.6% | +49.3% |
| 1Y | +34.3% | -47.4% | +81.6% | +49.2% |
| All | +34.3% | -48.7% | +82.9% | +49.2% |
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