+11,385.0%
LIN vs UDR
+2,105.4%
+9,279.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.8% |
| 7D | +0.2% | +3.0% | -2.8% | -0.8% |
| 30D | +6.5% | +10.3% | -3.8% | +3.0% |
| 3M | +5.5% | -2.9% | +8.4% | +6.4% |
| 6M | +3.3% | +0.3% | +3.0% | +3.0% |
| YTD | +22.0% | +3.8% | +18.2% | +19.9% |
| 1Y | +25.7% | +12.7% | +13.0% | +20.1% |
| 3Y | +36.2% | +27.6% | +8.7% | +23.6% |
| 5Y | +66.1% | -18.6% | +84.7% | +73.1% |
| 10Y | +431.0% | +52.4% | +378.6% | +338.8% |
| All | +11,385.0% | +2,105.4% | +9,279.6% | +4,592.8% |
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