+175.1%
LH vs UDR
+47.3%
+127.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.1% |
| 7D | -7.4% | -3.4% | -4.0% | -5.9% |
| 30D | -4.6% | -5.4% | +0.8% | -2.2% |
| 3M | +14.5% | -10.0% | +24.5% | +19.8% |
| 6M | +14.8% | -2.5% | +17.3% | +15.6% |
| YTD | +23.3% | -1.1% | +24.4% | +23.3% |
| 1Y | +13.6% | -3.9% | +17.5% | +15.1% |
| 3Y | +56.3% | +3.4% | +52.9% | +51.2% |
| 5Y | +25.2% | -18.9% | +44.1% | +32.9% |
| All | +175.1% | +47.3% | +127.8% | +148.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling