+358.4%
LIN vs UDR
+42.1%
+316.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | -3.5% | -2.1% | -1.4% | -2.7% |
| 30D | -4.1% | -5.6% | +1.5% | -1.9% |
| 3M | -6.4% | -5.8% | -0.6% | -4.2% |
| 6M | -2.4% | -1.1% | -1.3% | -2.3% |
| YTD | +10.9% | +1.6% | +9.3% | +9.6% |
| 1Y | 0.0% | -2.7% | +2.7% | +0.4% |
| 3Y | +25.8% | +6.3% | +19.5% | +20.1% |
| 5Y | +60.8% | -19.3% | +80.2% | +70.0% |
| 10Y | +358.4% | +46.0% | +312.4% | +290.0% |
| All | +358.4% | +42.1% | +316.2% | +290.0% |
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