-35.0%
UPST vs LBRT
+21.9%
-56.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.0% | -6.9% |
| 7D | -13.5% | +13.8% | -27.3% | -16.1% |
| 30D | -19.6% | -32.4% | +12.8% | -12.9% |
| 3M | -34.2% | -39.9% | +5.7% | -27.1% |
| 6M | -31.2% | -60.8% | +29.6% | -16.7% |
| YTD | -56.2% | -29.3% | -26.9% | -55.6% |
| 1Y | -51.7% | -18.9% | -32.8% | -52.9% |
| 3Y | -8.2% | -28.0% | +19.7% | -12.2% |
| 5Y | -92.8% | +26.6% | -119.3% | -93.9% |
| All | -35.0% | +21.9% | -56.9% | -51.5% |
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