+64.7%
LH vs UDR
+4.1%
+60.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.3% |
| 7D | -3.2% | -3.3% | +0.1% | -1.8% |
| 30D | +0.1% | -5.6% | +5.8% | +2.5% |
| 3M | +18.6% | -9.4% | +28.1% | +23.4% |
| 6M | +17.9% | -3.0% | +20.9% | +18.9% |
| YTD | +28.9% | -0.4% | +29.3% | +28.6% |
| 1Y | +16.6% | -5.1% | +21.8% | +18.5% |
| All | +64.7% | +4.1% | +60.5% | +57.7% |
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