+73.5%
LSCC vs UPST
-28.6%
+102.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.3% | -3.3% | -7.5% |
| 7D | -4.8% | -10.9% | +6.0% | -2.6% |
| 30D | -27.1% | -7.2% | -19.9% | -26.2% |
| 3M | -23.6% | -26.7% | +3.1% | -19.2% |
| 6M | -19.8% | -29.0% | +9.1% | -14.9% |
| YTD | +33.2% | -49.4% | +82.6% | +48.4% |
| 1Y | +55.2% | -47.0% | +102.2% | +70.6% |
| All | +73.5% | -28.6% | +102.1% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling