+6.5%
LYV vs UPST
-56.5%
+63.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | -4.5% | -3.5% | -0.9% | -4.2% |
| 30D | -5.5% | -7.1% | +1.7% | -5.0% |
| 3M | +7.8% | -13.1% | +20.8% | +8.6% |
| 6M | +9.4% | -1.1% | +10.5% | +8.3% |
| YTD | +21.8% | -35.9% | +57.6% | +25.3% |
| 1Y | +6.5% | -57.4% | +63.9% | +8.2% |
| All | +6.5% | -56.5% | +63.0% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling