+47.2%
LH vs UDR
+14.9%
+32.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.6% | +0.3% | +2.7% |
| 7D | +2.1% | +7.2% | -5.1% | -0.2% |
| 30D | +19.2% | +10.5% | +8.7% | +14.9% |
| 3M | +18.0% | -2.3% | +20.3% | +19.3% |
| 6M | +46.1% | +4.0% | +42.1% | +43.3% |
| YTD | +47.7% | +5.6% | +42.1% | +44.0% |
| 1Y | +47.2% | +13.0% | +34.2% | +36.6% |
| All | +47.2% | +14.9% | +32.3% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling