-16.2%
LBRT vs UDR
+39.3%
-55.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.4% | +7.8% | +7.9% |
| 7D | -11.9% | +2.2% | -14.1% | -13.1% |
| 30D | -31.9% | +8.0% | -40.0% | -35.2% |
| 3M | -34.9% | -3.3% | -31.6% | -34.4% |
| 6M | -60.7% | +1.0% | -61.7% | -61.7% |
| YTD | -29.2% | +4.2% | -33.4% | -33.1% |
| 1Y | -23.6% | +10.8% | -34.5% | -30.5% |
| 3Y | -26.8% | +30.1% | -57.0% | -41.1% |
| 5Y | +16.3% | -18.9% | +35.2% | +25.2% |
| All | -16.2% | +39.3% | -55.5% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 10y: compounded portfolio wealth divided by compounded UDR 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…
10y analysis · Full analysis span regression · 6 months rolling