+11,530.6%
LIN vs UDR
+2,110.2%
+9,420.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.0% | +2.0% | 0.0% | +1.3% |
| 30D | +7.9% | +7.9% | 0.0% | +5.1% |
| 3M | +6.3% | -1.5% | +7.8% | +6.7% |
| 6M | +6.5% | +0.9% | +5.6% | +6.0% |
| YTD | +23.6% | +4.0% | +19.6% | +21.3% |
| 1Y | +25.7% | +10.4% | +15.3% | +20.9% |
| 3Y | +35.6% | +26.9% | +8.7% | +23.3% |
| 5Y | +65.9% | -19.4% | +85.2% | +73.4% |
| 10Y | +412.1% | +57.0% | +355.1% | +319.3% |
| All | +11,530.6% | +2,110.2% | +9,420.3% | +4,648.9% |
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