+142.6%
LSCC vs UPST
-15.8%
+158.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.1% | +8.3% | +7.3% |
| 7D | +13.0% | -4.9% | +17.9% | +13.8% |
| 30D | -19.8% | -8.9% | -11.0% | -18.8% |
| 3M | -18.4% | -26.3% | +7.9% | -14.8% |
| 6M | -16.1% | -23.7% | +7.6% | -13.0% |
| YTD | +42.7% | -49.9% | +92.7% | +56.0% |
| 1Y | +68.0% | -42.0% | +110.0% | +79.0% |
| 3Y | +85.8% | -25.3% | +111.1% | +75.5% |
| 5Y | +28.0% | -93.4% | +121.4% | +26.7% |
| All | +142.6% | -15.8% | +158.4% | +130.6% |
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 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