-92.8%
UPST vs LTH
+183.0%
-275.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.0% |
| 7D | +4.4% | +7.0% | -2.6% | -0.6% |
| 30D | -7.7% | +15.4% | -23.1% | -17.1% |
| 3M | -28.4% | +7.0% | -35.5% | -32.6% |
| 6M | -23.2% | +46.9% | -70.0% | -43.6% |
| YTD | -49.1% | +76.4% | -125.5% | -68.7% |
| 1Y | -42.4% | +83.7% | -126.1% | -65.6% |
| 3Y | +5.4% | +248.9% | -243.5% | -64.8% |
| 5Y | -92.9% | +141.8% | -234.7% | -97.3% |
| All | -92.8% | +183.0% | -275.7% | -97.2% |
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