-93.3%
UPST vs LBRT
+1.0%
-94.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -13.7% | +8.4% | -1.6% |
| 7D | -10.9% | -34.8% | +23.9% | -0.6% |
| 30D | -7.2% | -43.6% | +36.4% | +7.2% |
| 3M | -26.7% | -41.2% | +14.5% | -17.1% |
| 6M | -29.0% | -66.1% | +37.1% | -7.2% |
| YTD | -49.4% | -37.9% | -11.5% | -47.2% |
| 1Y | -47.0% | -33.9% | -13.1% | -46.0% |
| 3Y | -27.0% | -40.9% | +13.9% | -27.9% |
| 5Y | -93.3% | +2.1% | -95.4% | -95.1% |
| All | -93.3% | +1.0% | -94.3% | -95.1% |
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 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