+17.9%
LMT vs UDR
-1.4%
+19.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | -6.3% | -2.0% | -4.3% | -6.2% |
| 30D | -8.5% | -5.2% | -3.3% | -8.2% |
| 3M | +1.8% | -5.8% | +7.6% | +2.3% |
| 6M | -19.9% | -1.7% | -18.2% | -19.7% |
| YTD | +10.6% | +2.4% | +8.2% | +10.4% |
| 1Y | +17.9% | -2.1% | +20.1% | +20.4% |
| All | +17.9% | -1.4% | +19.4% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling