+20.4%
LII vs UDR
-18.0%
+38.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.3% |
| 7D | -0.6% | +3.0% | -3.6% | -2.2% |
| 30D | -4.6% | +10.3% | -14.8% | -9.4% |
| 3M | -21.2% | -2.9% | -18.3% | -19.8% |
| 6M | -36.4% | +0.3% | -36.8% | -36.8% |
| YTD | -28.9% | +3.8% | -32.7% | -30.9% |
| 1Y | -29.5% | +12.7% | -42.3% | -34.8% |
| 3Y | -8.6% | +27.6% | -36.1% | -22.7% |
| All | +20.4% | -18.0% | +38.4% | +32.8% |
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