-4.8%
UPST vs LPLA
+263.5%
-268.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | -3.5% | -3.1% | -0.5% | -1.6% |
| 30D | -7.1% | -0.1% | -7.0% | -7.3% |
| 3M | -13.1% | +23.2% | -36.3% | -25.3% |
| 6M | -1.1% | +15.5% | -16.6% | -12.2% |
| YTD | -35.9% | +0.9% | -36.7% | -37.3% |
| 1Y | -57.4% | +0.2% | -57.6% | -58.5% |
| 3Y | -14.9% | +55.2% | -70.1% | -39.0% |
| 5Y | -88.7% | +145.4% | -234.1% | -95.1% |
| All | -4.8% | +263.5% | -268.3% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling