+106.0%
LYV vs UPST
-19.3%
+125.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.1% | +0.3% |
| 7D | -4.2% | -12.0% | +7.8% | -3.2% |
| 30D | -7.2% | -16.0% | +8.8% | -6.0% |
| 3M | +1.5% | -17.2% | +18.7% | +2.9% |
| 6M | +2.7% | -10.9% | +13.6% | +2.9% |
| YTD | +19.4% | -42.6% | +62.0% | +23.5% |
| 1Y | -0.5% | -59.8% | +59.3% | +5.6% |
| All | +106.0% | -19.3% | +125.2% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling