-31.1%
LDOS vs UDR
+11.2%
-42.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | -7.2% | +3.0% | -10.2% | -7.7% |
| 30D | +16.8% | +10.3% | +6.6% | +14.8% |
| 3M | -1.6% | -2.9% | +1.3% | -2.0% |
| 6M | -1.0% | +0.3% | -1.3% | -1.5% |
| YTD | -25.8% | +3.8% | -29.6% | -26.4% |
| 1Y | -31.1% | +12.7% | -43.8% | -33.7% |
| All | -31.1% | +11.2% | -42.2% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling