-93.5%
UPST vs LH
+62.5%
-156.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -2.0% |
| 7D | -4.9% | +1.4% | -6.3% | -6.0% |
| 30D | -8.9% | +17.5% | -26.4% | -22.6% |
| 3M | -26.3% | +16.1% | -42.4% | -36.8% |
| 6M | -23.7% | +43.4% | -67.1% | -48.4% |
| YTD | -49.9% | +47.2% | -97.1% | -67.8% |
| 1Y | -42.0% | +50.1% | -92.1% | -63.6% |
| 3Y | -25.3% | +81.2% | -106.4% | -64.9% |
| All | -93.5% | +62.5% | -156.0% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling