-16.4%
LBRT vs UDR
+38.7%
-55.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.4% |
| 7D | -1.9% | -1.8% | -0.1% | -1.0% |
| 30D | -32.0% | +7.9% | -40.0% | -35.2% |
| 3M | -39.7% | -0.8% | -38.9% | -40.1% |
| 6M | -61.1% | 0.0% | -61.1% | -61.9% |
| YTD | -29.4% | +3.7% | -33.1% | -33.1% |
| 1Y | -24.5% | +8.5% | -33.0% | -30.4% |
| 3Y | -28.1% | +26.6% | -54.7% | -41.1% |
| 5Y | +23.9% | -20.2% | +44.1% | +34.6% |
| All | -16.4% | +38.7% | -55.1% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling