+5.3%
LVS vs UPST
-93.6%
+98.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.3% |
| 7D | +11.1% | -4.9% | +16.0% | +11.6% |
| 30D | +14.7% | -8.9% | +23.5% | +15.6% |
| 3M | -10.9% | -26.3% | +15.4% | -8.4% |
| 6M | -22.3% | -23.7% | +1.4% | -20.8% |
| YTD | -35.8% | -49.9% | +14.1% | -32.2% |
| 1Y | -33.5% | -42.0% | +8.5% | -30.9% |
| 3Y | -11.7% | -25.3% | +13.6% | -18.1% |
| All | +5.3% | -93.6% | +98.8% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling