+17,561.1%
LLY vs UDR
+2,878.3%
+14,682.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | -2.0% | -0.2% | -1.7% |
| 30D | -1.6% | -5.2% | +3.6% | -0.4% |
| 3M | +2.3% | -5.8% | +8.1% | +3.7% |
| 6M | +14.9% | -1.7% | +16.6% | +15.2% |
| YTD | +7.5% | +2.4% | +5.1% | +6.7% |
| 1Y | +55.7% | -2.1% | +57.8% | +56.0% |
| 3Y | +110.6% | +4.2% | +106.4% | +106.8% |
| 5Y | +363.4% | -20.0% | +383.4% | +379.2% |
| 10Y | +1,649.0% | +44.6% | +1,604.3% | +1,438.7% |
| All | +17,561.1% | +2,878.3% | +14,682.9% | +8,285.3% |
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