+167.2%
LII vs UDR
+42.1%
+125.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.0% |
| 7D | +2.1% | -2.1% | +4.2% | +3.1% |
| 30D | -12.4% | -5.6% | -6.8% | -10.1% |
| 3M | -24.8% | -5.8% | -19.0% | -23.0% |
| 6M | -25.2% | -1.1% | -24.1% | -25.2% |
| YTD | -20.3% | +1.6% | -21.9% | -21.4% |
| 1Y | -32.9% | -2.7% | -30.3% | -32.7% |
| 3Y | +2.0% | +6.3% | -4.3% | -2.3% |
| 5Y | +24.4% | -19.3% | +43.8% | +32.8% |
| 10Y | +167.2% | +46.0% | +121.2% | +124.2% |
| All | +167.2% | +42.1% | +125.1% | +124.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling