+559.9%
LRCX vs UPST
+7.9%
+552.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.8% | +5.3% |
| 7D | +1.9% | -3.5% | +5.4% | +2.4% |
| 30D | +0.1% | -7.1% | +7.2% | +0.9% |
| 3M | -8.5% | -13.1% | +4.6% | -6.8% |
| 6M | +38.1% | -1.1% | +39.2% | +37.6% |
| YTD | +80.1% | -35.9% | +115.9% | +88.0% |
| 1Y | +208.1% | -57.4% | +265.5% | +235.4% |
| 3Y | +350.2% | -14.9% | +365.1% | +319.0% |
| 5Y | +430.7% | -88.7% | +519.3% | +402.4% |
| All | +559.9% | +7.9% | +552.0% | +459.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling