+248.9%
LRCX vs UPST
+2.1%
+246.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.6% | +8.8% | +10.1% |
| 7D | -2.7% | +4.4% | -7.2% | -3.4% |
| 30D | -30.6% | -7.7% | -22.9% | -29.7% |
| 3M | -28.8% | -28.4% | -0.4% | -25.1% |
| 6M | -24.6% | -23.2% | -1.4% | -21.5% |
| YTD | +29.7% | -49.1% | +78.8% | +41.6% |
| 1Y | +39.5% | -42.4% | +81.9% | +49.2% |
| 3Y | +248.9% | +5.4% | +243.6% | +251.6% |
| All | +248.9% | +2.1% | +246.9% | +251.6% |
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 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