-92.9%
UPST vs LTH
+184.4%
-277.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.2% |
| 7D | -4.9% | +4.5% | -9.4% | -7.7% |
| 30D | -8.9% | +16.3% | -25.2% | -18.7% |
| 3M | -26.3% | +8.4% | -34.7% | -31.3% |
| 6M | -23.7% | +40.3% | -64.0% | -42.1% |
| YTD | -49.9% | +77.3% | -127.2% | -69.3% |
| 1Y | -42.0% | +88.0% | -129.9% | -66.0% |
| 3Y | -25.3% | +274.3% | -299.6% | -76.6% |
| 5Y | -93.4% | +142.9% | -236.3% | -97.5% |
| All | -92.9% | +184.4% | -277.2% | -97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling