-29.7%
LII vs UDR
-1.4%
-28.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.1% |
| 7D | -0.7% | -2.0% | +1.3% | -0.1% |
| 30D | -12.6% | -5.2% | -7.4% | -11.1% |
| 3M | -24.4% | -5.8% | -18.7% | -23.1% |
| 6M | -28.7% | -1.7% | -27.0% | -28.3% |
| YTD | -19.1% | +2.4% | -21.5% | -20.6% |
| 1Y | -29.7% | -2.1% | -27.6% | -30.3% |
| All | -29.7% | -1.4% | -28.3% | -30.3% |
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 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