+159.5%
LSCC vs UPST
-24.8%
+184.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.6% | -5.8% |
| 7D | +7.0% | -10.6% | +17.6% | +8.9% |
| 30D | -2.3% | -14.0% | +11.7% | -0.2% |
| 3M | -12.5% | -36.8% | +24.3% | -6.4% |
| 6M | -10.6% | -27.5% | +16.9% | -6.5% |
| YTD | +52.7% | -55.3% | +108.0% | +69.8% |
| 1Y | +74.0% | -47.5% | +121.5% | +88.3% |
| 3Y | +104.8% | -10.4% | +115.2% | +90.4% |
| 5Y | +36.2% | -92.6% | +128.8% | +36.3% |
| All | +159.5% | -24.8% | +184.3% | +151.1% |
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 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