+126.4%
LSCC vs UPST
-14.8%
+141.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.3% | -3.3% | -7.8% |
| 7D | -4.8% | -10.9% | +6.0% | -3.1% |
| 30D | -27.1% | -7.2% | -19.9% | -26.4% |
| 3M | -23.6% | -26.7% | +3.1% | -20.2% |
| 6M | -19.8% | -29.0% | +9.1% | -15.9% |
| YTD | +33.2% | -49.4% | +82.6% | +45.3% |
| 1Y | +55.2% | -47.0% | +102.2% | +67.6% |
| 3Y | +70.1% | -27.0% | +97.1% | +61.1% |
| 5Y | +19.5% | -93.3% | +112.8% | +18.1% |
| All | +126.4% | -14.8% | +141.3% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling