-9.3%
LHX vs UDR
+14.9%
-24.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.6% | -10.0% | -7.2% |
| 7D | -0.3% | +7.2% | -7.6% | -2.0% |
| 30D | +9.7% | +10.5% | -0.8% | +7.1% |
| 3M | -8.5% | -2.3% | -6.3% | -8.4% |
| 6M | -15.1% | +4.0% | -19.1% | -15.4% |
| YTD | -10.4% | +5.6% | -16.0% | -11.7% |
| 1Y | -9.3% | +13.0% | -22.3% | -12.6% |
| All | -9.3% | +14.9% | -24.2% | -12.6% |
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