+167.7%
LSCC vs UPST
+7.9%
+159.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.3% |
| 7D | +1.3% | -3.5% | +4.9% | +1.9% |
| 30D | -9.7% | -7.1% | -2.6% | -8.8% |
| 3M | -23.7% | -13.1% | -10.6% | -22.0% |
| 6M | +26.5% | -1.1% | +27.6% | +25.9% |
| YTD | +57.5% | -35.9% | +93.4% | +66.1% |
| 1Y | +75.7% | -57.4% | +133.1% | +95.8% |
| 3Y | +19.5% | -14.9% | +34.3% | +10.3% |
| 5Y | +83.8% | -88.7% | +172.4% | +73.8% |
| All | +167.7% | +7.9% | +159.8% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling