-92.2%
UPST vs LTH
+130.5%
-222.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -12.1% | +0.3% | -12.3% | -12.4% |
| 30D | -13.4% | +17.7% | -31.1% | -23.8% |
| 3M | -31.2% | +8.5% | -39.7% | -36.0% |
| 6M | -28.3% | +46.9% | -75.3% | -48.0% |
| YTD | -53.0% | +78.8% | -131.8% | -71.9% |
| 1Y | -47.2% | +84.9% | -132.1% | -69.2% |
| 3Y | -1.5% | +246.4% | -247.8% | -68.5% |
| All | -92.2% | +130.5% | -222.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling