+39.6%
LUV vs UPST
-14.8%
+54.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | -1.9% |
| 7D | +3.1% | -1.5% | +4.6% | +3.3% |
| 30D | -17.4% | -13.2% | -4.2% | -15.9% |
| 3M | -4.9% | -13.0% | +8.1% | -3.2% |
| 6M | -5.7% | -2.9% | -2.8% | -5.8% |
| YTD | -5.2% | -38.3% | +33.1% | -0.6% |
| 1Y | +24.1% | -60.5% | +84.6% | +36.0% |
| 3Y | +39.6% | -11.7% | +51.3% | +26.3% |
| All | +39.6% | -14.8% | +54.4% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling