-33.6%
UPST vs LH
+119.7%
-153.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.6% |
| 7D | -10.6% | +1.1% | -11.7% | -11.5% |
| 30D | -14.0% | +16.7% | -30.7% | -25.8% |
| 3M | -36.8% | +15.1% | -51.9% | -44.9% |
| 6M | -27.5% | +46.3% | -73.9% | -50.9% |
| YTD | -55.3% | +48.8% | -104.0% | -70.8% |
| 1Y | -47.5% | +39.7% | -87.3% | -63.3% |
| 3Y | -10.4% | +87.0% | -97.5% | -56.9% |
| 5Y | -92.6% | +53.0% | -145.6% | -95.7% |
| All | -33.6% | +119.7% | -153.3% | -77.4% |
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