-12.1%
UPST vs LH
+90.4%
-102.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -2.9% |
| 7D | -8.1% | -3.2% | -4.9% | -5.1% |
| 30D | -14.3% | +0.1% | -14.4% | -14.4% |
| 3M | -16.6% | +18.6% | -35.3% | -30.1% |
| 6M | -7.3% | +17.9% | -25.2% | -22.2% |
| YTD | -40.8% | +28.9% | -69.7% | -55.5% |
| 1Y | -62.4% | +16.6% | -79.1% | -68.8% |
| 3Y | -15.3% | +63.6% | -78.9% | -53.6% |
| 5Y | -91.1% | +30.0% | -121.1% | -93.9% |
| All | -12.1% | +90.4% | -102.6% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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