+90.9%
LYV vs UPST
-90.5%
+181.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -1.9% | -0.2% |
| 7D | -1.9% | -8.8% | +6.8% | -1.0% |
| 30D | -8.2% | -12.1% | +3.9% | -7.0% |
| 3M | -1.3% | -19.5% | +18.2% | +0.7% |
| 6M | +2.6% | -6.8% | +9.4% | +2.3% |
| YTD | +19.4% | -41.5% | +60.9% | +24.3% |
| 1Y | -2.2% | -58.9% | +56.6% | +5.1% |
| 3Y | +106.0% | -15.2% | +121.2% | +87.8% |
| All | +90.9% | -90.5% | +181.5% | +91.6% |
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