+33.5%
LBRT vs UDR
+36.9%
-3.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +8.7% | -2.0% | +10.7% | +9.9% |
| 30D | +6.6% | -5.2% | +11.8% | +9.3% |
| 3M | -34.5% | -5.8% | -28.7% | -33.1% |
| 6M | -24.5% | -1.7% | -22.8% | -25.2% |
| YTD | +12.7% | +2.4% | +10.4% | +8.4% |
| 1Y | +94.8% | -2.1% | +97.0% | +91.2% |
| 3Y | +31.9% | +4.2% | +27.6% | +22.5% |
| 5Y | +111.8% | -20.0% | +131.8% | +130.7% |
| All | +33.5% | +36.9% | -3.4% | +9.8% |
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 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