+11,518.3%
LIN vs UDR
+2,131.3%
+9,387.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +3.6% | +4.5% | -0.9% | +2.1% |
| 30D | +6.4% | +9.6% | -3.2% | +3.1% |
| 3M | +6.5% | -2.7% | +9.2% | +7.4% |
| 6M | +4.9% | +1.8% | +3.1% | +4.0% |
| YTD | +23.4% | +5.0% | +18.4% | +20.8% |
| 1Y | +26.3% | +12.1% | +14.2% | +20.9% |
| 3Y | +38.0% | +26.2% | +11.8% | +25.7% |
| 5Y | +68.0% | -17.6% | +85.6% | +74.4% |
| 10Y | +437.1% | +54.2% | +382.9% | +342.1% |
| All | +11,518.3% | +2,131.3% | +9,387.0% | +4,628.7% |
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