+427.2%
LIN vs UDR
+56.7%
+370.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +0.3% | -1.8% | +2.1% | +1.1% |
| 30D | +8.0% | +7.9% | +0.1% | +4.7% |
| 3M | +7.7% | -0.8% | +8.5% | +7.9% |
| 6M | +5.1% | 0.0% | +5.1% | +4.8% |
| YTD | +24.7% | +3.7% | +21.0% | +22.0% |
| 1Y | +25.1% | +8.5% | +16.6% | +20.0% |
| 3Y | +36.8% | +26.6% | +10.3% | +21.4% |
| 5Y | +67.9% | -20.2% | +88.0% | +78.4% |
| 10Y | +427.2% | +54.7% | +372.4% | +340.4% |
| All | +427.2% | +56.7% | +370.5% | +340.4% |
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