-13.2%
UPST vs LUMN
-24.0%
+10.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.5% |
| 3M | -19.5% | -18.3% | -1.2% | -15.7% |
| 6M | -6.8% | +4.4% | -11.2% | -9.1% |
| YTD | -41.5% | -10.7% | -30.8% | -41.6% |
| 1Y | -58.9% | +14.0% | -72.8% | -62.8% |
| 3Y | -15.2% | +406.6% | -421.7% | -59.5% |
| 5Y | -90.5% | -36.8% | -53.7% | -89.6% |
| All | -13.2% | -24.0% | +10.8% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling