+367.0%
LRCX vs UPST
-11.9%
+378.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.8% | +5.4% |
| 7D | +1.9% | -3.5% | +5.4% | +2.5% |
| 30D | +0.1% | -7.1% | +7.2% | +1.1% |
| 3M | -8.5% | -13.1% | +4.6% | -6.4% |
| 6M | +38.1% | -1.1% | +39.2% | +37.6% |
| YTD | +80.1% | -35.9% | +115.9% | +89.3% |
| 1Y | +208.1% | -57.4% | +265.5% | +239.9% |
| All | +367.0% | -11.9% | +378.9% | +345.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling