+10,545.1%
LIN vs UDR
+2,075.1%
+8,470.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.1% | -2.0% | -0.1% | -1.5% |
| 30D | -2.4% | -5.2% | +2.8% | -0.7% |
| 3M | -5.6% | -5.8% | +0.2% | -3.8% |
| 6M | -3.4% | -1.7% | -1.7% | -3.1% |
| YTD | +13.1% | +2.4% | +10.7% | +11.7% |
| 1Y | +2.5% | -2.1% | +4.6% | +2.6% |
| 3Y | +27.6% | +4.2% | +23.4% | +23.8% |
| 5Y | +63.0% | -20.0% | +83.0% | +70.9% |
| 10Y | +359.3% | +44.6% | +314.6% | +285.8% |
| All | +10,545.1% | +2,075.1% | +8,470.0% | +4,273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling