+221.4%
LDOS vs UDR
+54.6%
+166.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | +8.2% | +7.8% | +0.5% | +5.0% |
| 3M | -8.2% | -2.8% | -5.4% | -7.2% |
| 6M | +5.8% | -1.4% | +7.3% | +6.2% |
| YTD | -27.0% | +3.4% | -30.4% | -28.6% |
| 1Y | -31.0% | +9.9% | -40.9% | -34.3% |
| 3Y | +29.3% | +28.5% | +0.8% | +12.9% |
| 5Y | +48.7% | -20.5% | +69.2% | +58.3% |
| All | +221.4% | +54.6% | +166.8% | +172.1% |
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