+270.0%
LDOS vs UDR
+43.5%
+226.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.4% | -2.0% | -3.4% | -4.6% |
| 30D | +4.9% | -5.2% | +10.1% | +7.1% |
| 3M | +7.2% | -5.8% | +13.0% | +9.6% |
| 6M | -24.2% | -1.7% | -22.6% | -24.1% |
| YTD | -25.8% | +2.4% | -28.2% | -27.1% |
| 1Y | -24.7% | -2.1% | -22.6% | -24.8% |
| 3Y | +39.3% | +4.2% | +35.1% | +33.3% |
| 5Y | +43.3% | -20.0% | +63.3% | +51.6% |
| All | +270.0% | +43.5% | +226.5% | +216.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling