-25.7%
UPST vs LBRT
+12.8%
-38.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.4% | -6.5% | -2.4% |
| 7D | -4.9% | -29.1% | +24.2% | +2.3% |
| 30D | -8.9% | -38.4% | +29.5% | +0.9% |
| 3M | -26.3% | -40.1% | +13.7% | -18.5% |
| 6M | -23.7% | -62.9% | +39.2% | -6.5% |
| YTD | -49.9% | -34.5% | -15.4% | -48.4% |
| 1Y | -42.0% | -30.2% | -11.8% | -41.3% |
| 3Y | -25.3% | -37.5% | +12.2% | -26.2% |
| 5Y | -93.4% | +7.6% | -101.0% | -94.3% |
| All | -25.7% | +12.8% | -38.5% | -43.6% |
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