-25.7%
UPST vs LCID
-96.7%
+71.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.4% | -11.5% | -5.0% |
| 7D | -4.9% | +8.9% | -13.8% | -8.2% |
| 30D | -8.9% | -15.4% | +6.6% | -3.9% |
| 3M | -26.3% | -52.9% | +26.5% | -4.0% |
| 6M | -23.7% | -46.8% | +23.1% | -11.6% |
| YTD | -49.9% | -68.9% | +18.9% | -30.2% |
| 1Y | -42.0% | -81.7% | +39.7% | -0.7% |
| 3Y | -25.3% | -92.4% | +67.1% | +55.7% |
| 5Y | -93.4% | -99.2% | +5.8% | -73.0% |
| All | -25.7% | -96.7% | +71.0% | +228.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling