-6.5%
UPST vs LCID
-90.0%
+83.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +4.7% | -13.0% | -9.8% |
| 7D | -4.5% | +24.8% | -29.3% | -11.5% |
| 30D | -15.3% | -0.5% | -14.8% | -16.0% |
| 3M | -32.4% | -43.0% | +10.5% | -20.6% |
| 6M | -29.5% | -40.5% | +11.0% | -22.7% |
| YTD | -53.3% | -64.3% | +11.0% | -39.8% |
| 1Y | -47.4% | -78.1% | +30.7% | -19.7% |
| All | -6.5% | -90.0% | +83.5% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling