-18.9%
LBRT vs UDR
+7.9%
-26.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | -0.6% |
| 7D | +13.8% | -2.4% | +16.2% | +12.1% |
| 30D | -32.4% | +6.7% | -39.1% | -29.6% |
| 3M | -39.9% | -1.8% | -38.1% | -39.7% |
| 6M | -60.8% | -1.8% | -59.1% | -61.1% |
| YTD | -29.3% | +2.5% | -31.8% | -29.3% |
| 1Y | -18.9% | +7.9% | -26.8% | -19.5% |
| All | -18.9% | +7.9% | -26.8% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling