-8.4%
UPST vs LPLA
+254.3%
-262.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -2.2% |
| 7D | -1.5% | -2.1% | +0.6% | -0.1% |
| 30D | -13.2% | -3.3% | -9.9% | -11.5% |
| 3M | -13.0% | +23.5% | -36.5% | -25.3% |
| 6M | -2.9% | +12.0% | -14.9% | -12.0% |
| YTD | -38.3% | -1.7% | -36.6% | -38.7% |
| 1Y | -60.5% | +3.2% | -63.7% | -62.1% |
| 3Y | -11.7% | +46.2% | -57.9% | -33.9% |
| 5Y | -90.2% | +144.9% | -235.1% | -95.8% |
| All | -8.4% | +254.3% | -262.7% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 10y: compounded portfolio wealth divided by compounded LPLA 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…
10y analysis · Full analysis span regression · 6 months rolling