+2,077.5%
LLY vs UDR
+54.6%
+2,022.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.9% |
| 7D | +6.6% | -0.4% | +7.0% | +6.7% |
| 30D | +19.4% | +7.8% | +11.7% | +16.7% |
| 3M | +19.6% | -2.8% | +22.3% | +20.6% |
| 6M | +42.6% | -1.4% | +44.0% | +43.0% |
| YTD | +35.0% | +3.4% | +31.6% | +33.2% |
| 1Y | +42.0% | +9.9% | +32.1% | +37.6% |
| 3Y | +140.5% | +28.5% | +112.0% | +121.1% |
| 5Y | +479.9% | -20.5% | +500.4% | +509.3% |
| All | +2,077.5% | +54.6% | +2,022.8% | +1,747.1% |
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