+1,580.3%
LLY vs UDR
+44.7%
+1,535.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | -3.1% | -3.3% | +0.2% | -2.1% |
| 30D | -8.6% | -5.6% | -3.0% | -7.0% |
| 3M | -1.6% | -9.4% | +7.8% | +1.3% |
| 6M | +11.8% | -3.0% | +14.8% | +12.7% |
| YTD | +5.1% | -0.4% | +5.5% | +5.0% |
| 1Y | +50.7% | -5.1% | +55.9% | +52.5% |
| 3Y | +95.7% | +4.2% | +91.5% | +91.7% |
| 5Y | +390.2% | -19.5% | +409.7% | +412.3% |
| 10Y | +1,580.3% | +47.9% | +1,532.4% | +1,418.2% |
| All | +1,580.3% | +44.7% | +1,535.7% | +1,418.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling