+498.1%
LDOS vs UDR
+177.1%
+321.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.4% | -2.0% | -3.4% | -4.9% |
| 30D | +4.9% | -5.2% | +10.1% | +6.2% |
| 3M | +7.2% | -5.8% | +13.0% | +8.7% |
| 6M | -24.2% | -1.7% | -22.6% | -24.1% |
| YTD | -25.8% | +2.4% | -28.2% | -26.5% |
| 1Y | -24.7% | -2.1% | -22.6% | -24.7% |
| 3Y | +39.3% | +4.2% | +35.1% | +36.2% |
| 5Y | +43.3% | -20.0% | +63.3% | +48.1% |
| 10Y | +278.6% | +44.6% | +233.9% | +239.4% |
| All | +498.1% | +177.1% | +321.0% | +364.0% |
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