-77.2%
LULU vs UPST
-91.3%
+14.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.2% | -2.5% |
| 7D | -20.4% | -12.0% | -8.4% | -19.1% |
| 30D | -22.9% | -16.0% | -6.8% | -21.2% |
| 3M | -18.5% | -17.2% | -1.4% | -16.8% |
| 6M | -41.8% | -10.9% | -30.9% | -41.3% |
| YTD | -53.4% | -42.6% | -10.8% | -50.6% |
| 1Y | -40.9% | -59.8% | +18.9% | -35.1% |
| 3Y | -75.6% | -17.9% | -57.7% | -77.5% |
| 5Y | -77.2% | -90.7% | +13.5% | -78.5% |
| All | -77.2% | -91.3% | +14.1% | -78.5% |
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