-47.4%
UPST vs LH
+48.9%
-96.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.3% | -8.0% | -8.1% |
| 7D | -4.5% | +4.8% | -9.3% | -6.5% |
| 30D | -15.3% | +18.8% | -34.1% | -20.7% |
| 3M | -32.4% | +15.7% | -48.1% | -36.1% |
| 6M | -29.5% | +46.7% | -76.2% | -38.1% |
| YTD | -53.3% | +48.9% | -102.3% | -60.8% |
| 1Y | -47.4% | +43.5% | -90.8% | -54.4% |
| All | -47.4% | +48.9% | -96.3% | -54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling