+68.0%
LSCC vs UPST
-47.3%
+115.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.1% | +8.3% | +7.4% |
| 7D | +13.0% | -4.9% | +17.9% | +14.1% |
| 30D | -19.8% | -8.9% | -11.0% | -18.2% |
| 3M | -18.4% | -26.3% | +7.9% | -12.8% |
| 6M | -16.1% | -23.7% | +7.6% | -10.5% |
| YTD | +42.7% | -49.9% | +92.7% | +56.8% |
| 1Y | +68.0% | -42.0% | +110.0% | +76.4% |
| All | +68.0% | -47.3% | +115.3% | +76.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling