-29.5%
LEN vs UDR
+3.4%
-32.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.1% |
| 7D | -7.8% | -3.4% | -4.4% | -5.9% |
| 30D | -11.0% | -5.4% | -5.6% | -8.1% |
| 3M | -12.8% | -10.0% | -2.8% | -7.5% |
| 6M | -20.2% | -2.5% | -17.7% | -19.4% |
| YTD | -23.0% | -1.1% | -21.9% | -23.2% |
| 1Y | -41.8% | -3.9% | -37.9% | -41.0% |
| All | -29.5% | +3.4% | -32.8% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling