-69.9%
LYFT vs UPST
-3.5%
-66.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.3% |
| 7D | -13.1% | -12.0% | -1.1% | -11.1% |
| 30D | -14.4% | -16.0% | +1.7% | -11.8% |
| 3M | +12.2% | -17.2% | +29.3% | +15.7% |
| 6M | +13.4% | -10.9% | +24.2% | +14.5% |
| YTD | -22.5% | -42.6% | +20.1% | -16.0% |
| 1Y | -20.8% | -59.8% | +39.0% | -9.7% |
| 3Y | +38.8% | -17.9% | +56.7% | +23.8% |
| 5Y | -70.0% | -90.7% | +20.8% | -71.6% |
| All | -69.9% | -3.5% | -66.4% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling