-11.7%
UPST vs LH
+65.1%
-76.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -0.7% |
| 7D | -3.5% | -2.5% | -1.1% | -1.8% |
| 30D | -7.1% | +4.3% | -11.5% | -9.8% |
| 3M | -13.1% | +25.5% | -38.6% | -26.4% |
| 6M | -1.1% | +17.0% | -18.1% | -11.8% |
| YTD | -35.9% | +31.3% | -67.1% | -48.3% |
| 1Y | -57.4% | +20.0% | -77.4% | -63.3% |
| All | -11.7% | +65.1% | -76.8% | -45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling