+179.1%
LRCX vs UPST
-62.6%
+241.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.1% | -2.6% | -4.9% |
| 7D | +1.8% | -12.0% | +13.8% | +5.1% |
| 30D | -4.3% | -16.0% | +11.7% | -0.3% |
| 3M | -7.3% | -17.2% | +9.8% | -2.8% |
| 6M | +38.6% | -10.9% | +49.4% | +41.2% |
| YTD | +74.4% | -42.6% | +117.0% | +90.2% |
| 1Y | +179.1% | -59.8% | +238.9% | +230.8% |
| All | +179.1% | -62.6% | +241.7% | +230.8% |
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