-70.4%
LYFT vs UPST
-90.5%
+20.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.6% |
| 7D | -8.4% | -8.8% | +0.4% | -6.5% |
| 30D | -7.6% | -12.1% | +4.5% | -5.2% |
| 3M | +11.7% | -19.5% | +31.2% | +16.7% |
| 6M | +15.1% | -6.8% | +21.9% | +15.4% |
| YTD | -20.9% | -41.5% | +20.6% | -13.1% |
| 1Y | -16.4% | -58.9% | +42.5% | -2.2% |
| 3Y | +35.2% | -15.2% | +50.4% | +13.3% |
| All | -70.4% | -90.5% | +20.1% | -73.1% |
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 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