-72.7%
LULU vs UPST
-1.6%
-71.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +2.0% |
| 7D | -1.6% | -8.8% | +7.1% | -0.8% |
| 30D | -18.1% | -12.1% | -6.1% | -17.2% |
| 3M | -18.8% | -19.5% | +0.7% | -17.2% |
| 6M | -39.2% | -6.8% | -32.4% | -39.1% |
| YTD | -52.4% | -41.5% | -10.9% | -50.3% |
| 1Y | -40.3% | -58.9% | +18.6% | -36.1% |
| 3Y | -75.1% | -15.2% | -59.9% | -76.4% |
| 5Y | -76.7% | -90.5% | +13.8% | -78.0% |
| All | -72.7% | -1.6% | -71.2% | -75.8% |
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