+431.5%
LIN vs UDR
+54.6%
+376.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | +2.1% | -0.4% | +2.5% | +2.3% |
| 30D | +6.8% | +7.8% | -1.0% | +3.5% |
| 3M | +10.4% | -2.8% | +13.1% | +11.5% |
| 6M | +3.2% | -1.4% | +4.6% | +3.5% |
| YTD | +24.6% | +3.4% | +21.2% | +22.0% |
| 1Y | +24.4% | +9.9% | +14.5% | +18.8% |
| 3Y | +36.7% | +28.5% | +8.2% | +20.5% |
| 5Y | +67.0% | -20.5% | +87.5% | +77.8% |
| All | +431.5% | +54.6% | +376.8% | +342.1% |
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