-5.6%
LUV vs UPST
+7.9%
-13.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.4% |
| 7D | +0.4% | -3.5% | +4.0% | +0.7% |
| 30D | -18.4% | -7.1% | -11.3% | -17.9% |
| 3M | -3.2% | -13.1% | +9.9% | -2.2% |
| 6M | -14.8% | -1.1% | -13.7% | -15.0% |
| YTD | -2.9% | -35.9% | +33.0% | 0.0% |
| 1Y | +29.6% | -57.4% | +87.0% | +37.1% |
| 3Y | +35.2% | -14.9% | +50.1% | +29.0% |
| 5Y | -11.7% | -88.7% | +77.0% | -16.6% |
| All | -5.6% | +7.9% | -13.5% | -12.9% |
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