-89.3%
UPST vs LBRT
+114.2%
-203.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -1.9% |
| 7D | -3.5% | +8.3% | -11.8% | -5.8% |
| 30D | -7.1% | +6.1% | -13.3% | -9.2% |
| 3M | -13.1% | -34.8% | +21.7% | -3.4% |
| 6M | -1.1% | -24.8% | +23.7% | +3.1% |
| YTD | -35.9% | +12.2% | -48.1% | -42.0% |
| 1Y | -57.4% | +94.0% | -151.4% | -69.3% |
| 3Y | -14.9% | +31.3% | -46.1% | -32.1% |
| All | -89.3% | +114.2% | -203.5% | -92.7% |
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