-10.4%
UPST vs LPLA
+29.4%
-39.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | -10.6% | -0.9% | -9.7% | -10.2% |
| 30D | -14.0% | -9.5% | -4.5% | -10.5% |
| 3M | -36.8% | -21.9% | -15.0% | -29.1% |
| 6M | -27.5% | -2.6% | -24.9% | -28.9% |
| YTD | -55.3% | -17.8% | -37.5% | -51.3% |
| 1Y | -47.5% | -21.2% | -26.4% | -41.4% |
| 3Y | -10.4% | +30.6% | -41.1% | -3.0% |
| All | -10.4% | +29.4% | -39.8% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling