-4.8%
UPST vs LCID
-95.3%
+90.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -2.3% |
| 7D | -3.5% | -6.6% | +3.0% | -1.1% |
| 30D | -7.1% | -30.1% | +23.0% | +5.7% |
| 3M | -13.1% | -17.6% | +4.5% | -13.3% |
| 6M | -1.1% | -54.4% | +53.3% | +21.6% |
| YTD | -35.9% | -55.7% | +19.9% | -20.6% |
| 1Y | -57.4% | -71.0% | +13.6% | -39.0% |
| 3Y | -14.9% | -92.6% | +77.8% | +83.5% |
| 5Y | -88.7% | -97.6% | +9.0% | -61.8% |
| All | -4.8% | -95.3% | +90.5% | +273.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling