+38.6%
LSCC vs UPST
-91.6%
+130.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.3% | +6.0% | -0.6% |
| 7D | +5.0% | -4.5% | +9.5% | +6.0% |
| 30D | -11.7% | -15.3% | +3.6% | -8.9% |
| 3M | -13.3% | -32.4% | +19.1% | -6.6% |
| 6M | -12.5% | -29.5% | +17.0% | -6.8% |
| YTD | +51.2% | -53.3% | +104.5% | +72.0% |
| 1Y | +65.9% | -47.4% | +113.3% | +83.5% |
| 3Y | +95.3% | -2.2% | +97.6% | +68.5% |
| 5Y | +38.6% | -92.0% | +130.7% | +57.9% |
| All | +38.6% | -91.6% | +130.2% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling