-62.4%
UPST vs LH
+16.9%
-79.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.6% |
| 7D | -8.1% | -3.2% | -4.9% | -6.9% |
| 30D | -14.3% | +0.1% | -14.4% | -14.2% |
| 3M | -16.6% | +18.6% | -35.3% | -21.4% |
| 6M | -7.3% | +17.9% | -25.2% | -12.3% |
| YTD | -40.8% | +28.9% | -69.7% | -47.1% |
| 1Y | -62.4% | +16.6% | -79.1% | -65.7% |
| All | -62.4% | +16.9% | -79.3% | -65.7% |
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