+114.1%
LBRT vs UDR
-2.7%
+116.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.7% | +3.5% |
| 7D | +6.9% | -2.1% | +9.0% | +5.7% |
| 30D | +7.8% | -5.6% | +13.4% | +4.8% |
| 3M | -25.3% | -5.8% | -19.5% | -27.3% |
| 6M | -19.6% | -1.1% | -18.4% | -20.1% |
| YTD | +17.2% | +1.6% | +15.5% | +18.1% |
| 1Y | +114.1% | -2.7% | +116.7% | +115.4% |
| All | +114.1% | -2.7% | +116.8% | +115.4% |
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