+7,455.1%
LHX vs UDR
+2,776.7%
+4,678.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -4.8% | -3.4% | -1.4% | -3.8% |
| 30D | -12.7% | -5.4% | -7.3% | -11.2% |
| 3M | -17.6% | -10.0% | -7.7% | -14.9% |
| 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% | +52.5% |
| 5Y | +18.5% | -18.9% | +37.4% | +23.0% |
| 10Y | +229.6% | +46.8% | +182.7% | +179.6% |
| All | +7,455.1% | +2,776.7% | +4,678.4% | +3,014.3% |
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 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