+8.3%
LYFT vs UPST
-4.5%
+12.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.0% | -4.2% | -7.1% |
| 7D | -14.1% | -8.1% | -6.0% | -12.0% |
| 30D | -13.7% | -14.3% | +0.6% | -10.1% |
| 3M | +7.4% | -16.6% | +24.1% | +12.1% |
| 6M | +8.3% | -7.3% | +15.6% | +8.3% |
| All | +8.3% | -4.5% | +12.7% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling