-49.4%
UPST vs LTH
+84.0%
-133.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.3% | +3.1% | +6.6% |
| 7D | -3.1% | +9.9% | -13.0% | -6.8% |
| 30D | -4.0% | +18.3% | -22.3% | -10.5% |
| 3M | -22.9% | +5.9% | -28.8% | -24.7% |
| 6M | -27.1% | +80.3% | -107.4% | -48.6% |
| YTD | -46.5% | +78.3% | -124.8% | -61.8% |
| 1Y | -49.4% | +81.0% | -130.5% | -64.8% |
| All | -49.4% | +84.0% | -133.5% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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