-1.1%
UPST vs LH
+16.1%
-17.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.1% |
| 7D | -3.5% | -2.5% | -1.1% | -2.6% |
| 30D | -7.1% | +4.3% | -11.5% | -8.4% |
| 3M | -13.1% | +25.5% | -38.6% | -20.2% |
| 6M | -1.1% | +17.0% | -18.1% | -2.1% |
| All | -1.1% | +16.1% | -17.1% | -2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling