-93.4%
UPST vs LTH
+186.2%
-279.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.1% | -9.4% | -9.1% |
| 7D | -4.5% | +6.4% | -10.9% | -8.7% |
| 30D | -15.3% | +16.7% | -32.1% | -24.7% |
| 3M | -32.4% | +11.7% | -44.1% | -38.4% |
| 6M | -29.5% | +48.5% | -78.0% | -48.7% |
| YTD | -53.3% | +78.4% | -131.7% | -71.5% |
| 1Y | -47.4% | +89.7% | -137.0% | -69.3% |
| 3Y | -2.2% | +245.6% | -247.8% | -67.0% |
| 5Y | -92.0% | +142.7% | -234.7% | -97.1% |
| All | -93.4% | +186.2% | -279.5% | -97.5% |
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