-24.5%
UPST vs LPLA
+209.0%
-233.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.7% | -0.4% |
| 7D | +4.4% | +2.3% | +2.1% | +3.2% |
| 30D | -7.7% | -7.7% | 0.0% | -4.4% |
| 3M | -28.4% | -15.7% | -12.7% | -22.0% |
| 6M | -23.2% | +0.8% | -24.0% | -26.8% |
| YTD | -49.1% | -14.2% | -34.9% | -45.9% |
| 1Y | -42.4% | -17.9% | -24.4% | -36.7% |
| 3Y | +5.4% | +36.1% | -30.7% | -19.5% |
| 5Y | -92.9% | +90.3% | -183.2% | -96.4% |
| All | -24.5% | +209.0% | -233.5% | -76.9% |
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