-93.5%
UPST vs LBRT
+6.0%
-99.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.4% | -6.5% | -2.6% |
| 7D | -4.9% | -29.1% | +24.2% | +3.6% |
| 30D | -8.9% | -38.4% | +29.5% | +2.8% |
| 3M | -26.3% | -40.1% | +13.7% | -17.1% |
| 6M | -23.7% | -62.9% | +39.2% | -3.0% |
| YTD | -49.9% | -34.5% | -15.4% | -48.6% |
| 1Y | -42.0% | -30.2% | -11.8% | -41.8% |
| 3Y | -25.3% | -37.5% | +12.2% | -27.4% |
| All | -93.5% | +6.0% | -99.4% | -95.0% |
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