+5.4%
UPST vs LBRT
-28.3%
+33.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.1% | -6.5% | -0.2% |
| 7D | +4.4% | -11.9% | +16.3% | +6.8% |
| 30D | -7.7% | -31.9% | +24.3% | 0.0% |
| 3M | -28.4% | -34.9% | +6.4% | -22.3% |
| 6M | -23.2% | -60.7% | +37.5% | -6.0% |
| YTD | -49.1% | -29.2% | -19.9% | -49.9% |
| 1Y | -42.4% | -23.6% | -18.7% | -44.9% |
| 3Y | +5.4% | -26.8% | +32.2% | +0.1% |
| All | +5.4% | -28.3% | +33.7% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling