-37.5%
LBRT vs UDR
+25.4%
-62.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.5% | +5.5% |
| 7D | -29.1% | +3.0% | -32.1% | -29.4% |
| 30D | -38.4% | +10.3% | -48.6% | -39.4% |
| 3M | -40.1% | -2.9% | -37.1% | -39.7% |
| 6M | -62.9% | +0.3% | -63.2% | -63.3% |
| YTD | -34.5% | +3.8% | -38.3% | -36.4% |
| 1Y | -30.2% | +12.7% | -42.9% | -34.6% |
| 3Y | -37.5% | +27.6% | -65.0% | -43.6% |
| All | -37.5% | +25.4% | -62.8% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling