+10,331.5%
LEN vs UDR
+2,878.3%
+7,453.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -3.2% | -2.0% | -1.2% | -2.0% |
| 30D | -4.9% | -5.2% | +0.3% | -1.6% |
| 3M | -8.5% | -5.8% | -2.7% | -5.2% |
| 6M | -20.7% | -1.7% | -19.0% | -20.2% |
| YTD | -17.4% | +2.4% | -19.8% | -19.3% |
| 1Y | -38.2% | -2.1% | -36.1% | -38.0% |
| 3Y | -24.9% | +4.2% | -29.1% | -28.3% |
| 5Y | -11.4% | -20.0% | +8.5% | -1.6% |
| 10Y | +110.0% | +44.6% | +65.4% | +53.2% |
| All | +10,331.5% | +2,878.3% | +7,453.3% | +2,360.6% |
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