-71.6%
LULU vs UPST
+3.8%
-75.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.4% | +2.9% |
| 7D | -12.6% | -1.5% | -11.1% | -12.4% |
| 30D | -19.7% | -13.2% | -6.5% | -18.7% |
| 3M | -12.2% | -13.0% | +0.8% | -11.2% |
| 6M | -39.3% | -2.9% | -36.5% | -39.4% |
| YTD | -50.3% | -38.3% | -12.0% | -48.5% |
| 1Y | -38.6% | -60.5% | +21.8% | -34.1% |
| 3Y | -74.0% | -11.7% | -62.2% | -75.4% |
| 5Y | -72.9% | -90.2% | +17.3% | -74.4% |
| All | -71.6% | +3.8% | -75.4% | -74.9% |
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 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