-90.8%
UPST vs LUMN
-37.8%
-53.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | 0.0% | +1.4% |
| 7D | -8.8% | +2.5% | -11.3% | -9.4% |
| 30D | -12.1% | +10.3% | -22.4% | -14.6% |
| 3M | -19.5% | -18.3% | -1.2% | -15.5% |
| 6M | -6.8% | +4.4% | -11.2% | -9.2% |
| YTD | -41.5% | -10.7% | -30.8% | -41.7% |
| 1Y | -58.9% | +14.0% | -72.8% | -63.1% |
| 3Y | -15.2% | +406.6% | -421.7% | -63.7% |
| All | -90.8% | -37.8% | -53.0% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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