-93.5%
UPST vs LPLA
+78.4%
-171.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.1% |
| 7D | -4.9% | +4.1% | -9.1% | -7.3% |
| 30D | -8.9% | -9.0% | +0.2% | -5.0% |
| 3M | -26.3% | -17.6% | -8.7% | -18.9% |
| 6M | -23.7% | -8.8% | -14.9% | -22.4% |
| YTD | -49.9% | -17.0% | -32.9% | -45.8% |
| 1Y | -42.0% | -20.4% | -21.6% | -35.3% |
| 3Y | -25.3% | +35.4% | -60.7% | -41.5% |
| All | -93.5% | +78.4% | -171.9% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling