+21,908.6%
LLY vs UDR
+2,926.3%
+18,982.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | +1.6% | +2.0% | -0.4% | +1.1% |
| 30D | +21.5% | +7.9% | +13.6% | +19.3% |
| 3M | +16.4% | -1.5% | +17.9% | +16.8% |
| 6M | +51.5% | +0.9% | +50.6% | +51.1% |
| YTD | +33.9% | +4.0% | +29.9% | +32.4% |
| 1Y | +49.1% | +10.4% | +38.7% | +45.4% |
| 3Y | +144.6% | +26.9% | +117.7% | +129.5% |
| 5Y | +466.3% | -19.4% | +485.7% | +484.6% |
| 10Y | +2,024.1% | +57.0% | +1,967.1% | +1,737.2% |
| All | +21,908.6% | +2,926.3% | +18,982.3% | +10,308.3% |
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