-40.3%
LULU vs UPST
-59.3%
+19.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.7% |
| 7D | -1.6% | -8.8% | +7.1% | +0.5% |
| 30D | -18.1% | -12.1% | -6.1% | -15.8% |
| 3M | -18.8% | -19.5% | +0.7% | -15.0% |
| 6M | -39.2% | -6.8% | -32.4% | -38.8% |
| YTD | -52.4% | -41.5% | -10.9% | -47.1% |
| 1Y | -40.3% | -58.9% | +18.6% | -32.8% |
| All | -40.3% | -59.3% | +19.0% | -32.8% |
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 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