+503.8%
LDOS vs UDR
+180.8%
+323.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.2% | -2.4% |
| 7D | -1.3% | -1.8% | +0.5% | -0.9% |
| 30D | +10.1% | +7.9% | +2.2% | +8.0% |
| 3M | -4.7% | -0.8% | -3.9% | -4.5% |
| 6M | +5.6% | 0.0% | +5.6% | +5.4% |
| YTD | -25.1% | +3.7% | -28.8% | -26.1% |
| 1Y | -31.7% | +8.5% | -40.2% | -33.4% |
| 3Y | +33.7% | +26.6% | +7.1% | +24.7% |
| 5Y | +54.4% | -20.2% | +74.6% | +59.7% |
| 10Y | +236.4% | +54.7% | +181.7% | +197.8% |
| All | +503.8% | +180.8% | +323.0% | +367.0% |
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