-4.8%
UPST vs LBRT
+94.2%
-99.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.0% |
| 7D | -3.5% | +8.7% | -12.3% | -5.5% |
| 30D | -7.1% | +6.6% | -13.7% | -8.9% |
| 3M | -13.1% | -34.5% | +21.4% | -5.1% |
| 6M | -1.1% | -24.5% | +23.4% | +2.4% |
| YTD | -35.9% | +12.7% | -48.6% | -40.9% |
| 1Y | -57.4% | +94.8% | -152.3% | -67.2% |
| 3Y | -14.9% | +31.9% | -46.7% | -28.4% |
| 5Y | -88.7% | +111.8% | -200.5% | -91.2% |
| All | -4.8% | +94.2% | -99.1% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling