+57.3%
LLY vs UDR
+14.9%
+42.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -0.8% |
| 7D | +10.1% | +7.2% | +2.8% | +7.1% |
| 30D | +24.0% | +10.5% | +13.6% | +19.3% |
| 3M | +27.3% | -2.3% | +29.5% | +28.1% |
| 6M | +47.0% | +4.0% | +43.0% | +44.8% |
| YTD | +32.6% | +5.6% | +27.0% | +27.4% |
| 1Y | +57.3% | +13.0% | +44.3% | +48.9% |
| All | +57.3% | +14.9% | +42.4% | +48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling