+11,511.2%
LMT vs UDR
+2,856.2%
+8,655.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | -1.5% | -2.1% | +0.5% | -1.1% |
| 30D | -8.2% | -5.6% | -2.6% | -7.2% |
| 3M | +3.7% | -5.8% | +9.5% | +4.9% |
| 6M | -19.2% | -1.1% | -18.1% | -19.1% |
| YTD | +12.9% | +1.6% | +11.2% | +12.1% |
| 1Y | +19.8% | -2.7% | +22.5% | +19.9% |
| 3Y | +37.3% | +6.3% | +31.0% | +33.7% |
| 5Y | +74.4% | -19.3% | +93.7% | +78.1% |
| 10Y | +188.9% | +46.0% | +142.9% | +157.6% |
| All | +11,511.2% | +2,856.2% | +8,655.1% | +6,310.2% |
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