-19.9%
LVS vs UPST
-0.4%
-19.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.6% | -1.1% |
| 7D | -2.7% | -8.1% | +5.4% | -2.0% |
| 30D | -4.7% | -14.3% | +9.6% | -3.5% |
| 3M | -15.6% | -16.6% | +1.1% | -14.5% |
| 6M | -18.6% | -7.3% | -11.4% | -18.7% |
| YTD | -32.3% | -40.8% | +8.5% | -30.1% |
| 1Y | -18.0% | -62.4% | +44.4% | -12.6% |
| 3Y | -5.8% | -15.3% | +9.5% | -11.5% |
| 5Y | +5.7% | -91.1% | +96.8% | +3.4% |
| All | -19.9% | -0.4% | -19.5% | -25.9% |
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 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