+109.8%
LBRT vs UDR
-19.6%
+129.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +8.7% | -2.0% | +10.7% | +9.6% |
| 30D | +6.6% | -5.2% | +11.8% | +8.6% |
| 3M | -34.5% | -5.8% | -28.7% | -33.5% |
| 6M | -24.5% | -1.7% | -22.8% | -25.1% |
| YTD | +12.7% | +2.4% | +10.4% | +9.1% |
| 1Y | +94.8% | -2.1% | +97.0% | +92.2% |
| 3Y | +31.9% | +4.2% | +27.6% | +25.5% |
| All | +109.8% | -19.6% | +129.4% | +144.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling