+55.6%
LDOS vs UDR
-19.0%
+74.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.9% | +2.0% | -0.2% | +1.2% |
| 30D | +12.8% | +7.9% | +4.9% | +10.2% |
| 3M | -1.0% | -1.5% | +0.4% | -0.7% |
| 6M | +6.2% | +0.9% | +5.3% | +5.7% |
| YTD | -23.2% | +4.0% | -27.2% | -24.6% |
| 1Y | -29.5% | +10.4% | -39.9% | -32.1% |
| 3Y | +37.1% | +26.9% | +10.1% | +25.2% |
| 5Y | +55.6% | -19.4% | +75.0% | +62.7% |
| All | +55.6% | -19.0% | +74.6% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling