-92.9%
UPST vs LBRT
+16.1%
-109.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.1% | -6.5% | -0.5% |
| 7D | +4.4% | -11.9% | +16.3% | +7.2% |
| 30D | -7.7% | -31.9% | +24.3% | +1.3% |
| 3M | -28.4% | -34.9% | +6.4% | -21.3% |
| 6M | -23.2% | -60.7% | +37.5% | -3.7% |
| YTD | -49.1% | -29.2% | -19.9% | -48.8% |
| 1Y | -42.4% | -23.6% | -18.7% | -43.7% |
| 3Y | +5.4% | -26.8% | +32.2% | -2.4% |
| 5Y | -92.9% | +16.3% | -109.2% | -94.8% |
| All | -92.9% | +16.1% | -109.0% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling