-93.5%
UPST vs LTH
+142.9%
-236.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.1% |
| 7D | -4.9% | +4.5% | -9.4% | -7.8% |
| 30D | -8.9% | +16.3% | -25.2% | -18.8% |
| 3M | -26.3% | +8.4% | -34.7% | -31.4% |
| 6M | -23.7% | +40.3% | -64.0% | -42.4% |
| YTD | -49.9% | +77.3% | -127.2% | -69.6% |
| 1Y | -42.0% | +88.0% | -129.9% | -66.4% |
| 3Y | -25.3% | +274.3% | -299.6% | -77.4% |
| All | -93.5% | +142.9% | -236.3% | -97.6% |
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 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