+20.1%
LHX vs UDR
-20.1%
+40.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -4.8% | -3.4% | -1.4% | -3.7% |
| 30D | -12.7% | -5.4% | -7.3% | -11.2% |
| 3M | -17.6% | -10.0% | -7.7% | -14.8% |
| 6M | -30.7% | -2.5% | -28.2% | -30.3% |
| YTD | -14.3% | -1.1% | -13.2% | -14.4% |
| 1Y | -8.4% | -3.9% | -4.5% | -7.7% |
| 3Y | +56.7% | +3.4% | +53.2% | +51.5% |
| All | +20.1% | -20.1% | +40.2% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling