+1,372.9%
LH vs UDR
+3,168.0%
-1,795.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -0.8% | -2.1% | +1.2% | -0.4% |
| 30D | +2.0% | -5.6% | +7.6% | +3.3% |
| 3M | +24.3% | -5.8% | +30.0% | +25.9% |
| 6M | +21.1% | -1.1% | +22.2% | +21.1% |
| YTD | +30.4% | +1.6% | +28.8% | +29.7% |
| 1Y | +18.4% | -2.7% | +21.0% | +18.9% |
| 3Y | +65.5% | +6.3% | +59.2% | +62.2% |
| 5Y | +29.9% | -19.3% | +49.2% | +34.6% |
| 10Y | +186.6% | +46.0% | +140.7% | +161.8% |
| All | +1,372.9% | +3,168.0% | -1,795.1% | +606.2% |
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