-51.7%
UPST vs LH
+41.7%
-93.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.9% |
| 7D | -13.5% | +2.5% | -16.0% | -14.5% |
| 30D | -19.6% | +18.7% | -38.3% | -24.8% |
| 3M | -34.2% | +15.3% | -49.5% | -37.8% |
| 6M | -31.2% | +45.4% | -76.6% | -39.5% |
| YTD | -56.2% | +49.5% | -105.7% | -63.8% |
| 1Y | -51.7% | +41.4% | -93.1% | -57.2% |
| All | -51.7% | +41.7% | -93.3% | -57.2% |
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