+20,705.6%
LLY vs UDR
+2,919.7%
+17,785.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -4.5% | +3.0% | -7.5% | -5.2% |
| 30D | +13.9% | +10.3% | +3.7% | +11.3% |
| 3M | +13.8% | -2.9% | +16.7% | +14.5% |
| 6M | +37.6% | +0.3% | +37.3% | +37.4% |
| YTD | +26.6% | +3.8% | +22.8% | +25.3% |
| 1Y | +45.3% | +12.7% | +32.6% | +41.0% |
| 3Y | +132.2% | +27.6% | +104.7% | +117.6% |
| 5Y | +434.7% | -18.6% | +453.3% | +450.7% |
| 10Y | +2,084.3% | +52.4% | +2,031.9% | +1,800.9% |
| All | +20,705.6% | +2,919.7% | +17,785.9% | +9,744.2% |
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 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