-17.7%
LVS vs UPST
-56.5%
+38.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -1.5% | -3.5% | +2.1% | -1.2% |
| 30D | -3.2% | -7.1% | +3.9% | -2.6% |
| 3M | -12.0% | -13.1% | +1.1% | -11.0% |
| 6M | -19.9% | -1.1% | -18.8% | -20.6% |
| YTD | -30.6% | -35.9% | +5.2% | -28.7% |
| 1Y | -17.7% | -57.4% | +39.7% | -15.0% |
| All | -17.7% | -56.5% | +38.8% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling