-69.3%
LYFT vs UPST
-1.6%
-67.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.7% |
| 7D | -8.4% | -8.8% | +0.4% | -6.9% |
| 30D | -7.6% | -12.1% | +4.5% | -5.6% |
| 3M | +11.7% | -19.5% | +31.2% | +15.8% |
| 6M | +15.1% | -6.8% | +21.9% | +15.4% |
| YTD | -20.9% | -41.5% | +20.6% | -14.6% |
| 1Y | -16.4% | -58.9% | +42.5% | -5.1% |
| 3Y | +35.2% | -15.2% | +50.4% | +19.9% |
| 5Y | -69.4% | -90.5% | +21.2% | -71.1% |
| All | -69.3% | -1.6% | -67.7% | -74.1% |
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