+68.5%
LIN vs UDR
-20.8%
+89.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | +2.1% | -0.4% | +2.5% | +2.2% |
| 30D | +6.8% | +7.8% | -1.0% | +3.8% |
| 3M | +10.4% | -2.8% | +13.1% | +11.4% |
| 6M | +3.2% | -1.4% | +4.6% | +3.5% |
| YTD | +24.6% | +3.4% | +21.2% | +22.3% |
| 1Y | +24.4% | +9.9% | +14.5% | +19.2% |
| 3Y | +36.7% | +28.5% | +8.2% | +21.6% |
| All | +68.5% | -20.8% | +89.3% | +83.4% |
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 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