+417.5%
LIN vs UDR
+50.7%
+366.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.7% |
| 7D | +0.2% | +3.0% | -2.8% | -1.0% |
| 30D | +6.5% | +10.3% | -3.8% | +2.3% |
| 3M | +5.5% | -2.9% | +8.4% | +6.6% |
| 6M | +3.3% | +0.3% | +3.0% | +2.9% |
| YTD | +22.0% | +3.8% | +18.2% | +19.4% |
| 1Y | +25.7% | +12.7% | +13.0% | +18.8% |
| 3Y | +36.2% | +27.6% | +8.7% | +20.6% |
| 5Y | +66.1% | -18.6% | +84.7% | +75.0% |
| All | +417.5% | +50.7% | +366.8% | +338.1% |
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