-90.9%
UPST vs LTH
+160.9%
-251.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.9% |
| 7D | -3.5% | -0.6% | -2.9% | -3.1% |
| 30D | -7.1% | -4.6% | -2.5% | -4.1% |
| 3M | -13.1% | +32.8% | -45.9% | -30.5% |
| 6M | -1.1% | +64.6% | -65.7% | -35.7% |
| YTD | -35.9% | +62.6% | -98.5% | -57.7% |
| 1Y | -57.4% | +49.9% | -107.4% | -70.1% |
| 3Y | -14.9% | +151.3% | -166.2% | -63.2% |
| All | -90.9% | +160.9% | -251.8% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling