-7.8%
LUV vs UPST
-3.5%
-4.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.3% |
| 7D | -0.1% | -12.0% | +11.9% | +1.0% |
| 30D | -14.6% | -16.0% | +1.4% | -13.3% |
| 3M | -5.7% | -17.2% | +11.5% | -4.2% |
| 6M | -8.4% | -10.9% | +2.4% | -7.8% |
| YTD | -5.1% | -42.6% | +37.5% | -1.4% |
| 1Y | +26.6% | -59.8% | +86.4% | +34.7% |
| 3Y | +39.7% | -17.9% | +57.6% | +33.9% |
| 5Y | -12.0% | -90.7% | +78.7% | -16.0% |
| All | -7.8% | -3.5% | -4.4% | -14.1% |
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