-58.5%
UPST vs LPLA
+3.5%
-62.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.9% | -4.0% |
| 7D | -8.1% | -1.5% | -6.5% | -7.4% |
| 30D | -14.3% | -6.0% | -8.3% | -11.9% |
| 3M | -16.6% | +21.4% | -38.0% | -25.1% |
| 6M | -7.3% | +12.1% | -19.4% | -13.0% |
| YTD | -40.8% | -1.8% | -39.0% | -38.7% |
| All | -58.5% | +3.5% | -62.0% | -58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling