+67.9%
LIN vs UDR
-19.4%
+87.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +0.3% | -1.8% | +2.1% | +1.0% |
| 30D | +8.0% | +7.9% | +0.1% | +5.0% |
| 3M | +7.7% | -0.8% | +8.5% | +7.9% |
| 6M | +5.1% | 0.0% | +5.1% | +4.9% |
| YTD | +24.7% | +3.7% | +21.0% | +22.3% |
| 1Y | +25.1% | +8.5% | +16.6% | +20.5% |
| 3Y | +36.8% | +26.6% | +10.3% | +22.6% |
| 5Y | +67.9% | -20.2% | +88.0% | +81.0% |
| All | +67.9% | -19.4% | +87.2% | +81.0% |
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 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