-6.5%
UPST vs LTH
+248.4%
-255.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.1% | -9.4% | -8.9% |
| 7D | -4.5% | +6.4% | -10.9% | -7.8% |
| 30D | -15.3% | +16.7% | -32.1% | -22.6% |
| 3M | -32.4% | +11.7% | -44.1% | -37.0% |
| 6M | -29.5% | +48.5% | -78.0% | -45.1% |
| YTD | -53.3% | +78.4% | -131.7% | -68.4% |
| 1Y | -47.4% | +89.7% | -137.0% | -65.7% |
| All | -6.5% | +248.4% | -255.0% | -56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling