+42.6%
LNG vs UDR
+14.9%
+27.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.6% | -9.7% | -6.5% |
| 7D | -1.9% | +7.2% | -9.2% | -2.8% |
| 30D | +6.2% | +10.5% | -4.2% | +4.9% |
| 3M | +13.7% | -2.3% | +16.0% | +13.9% |
| 6M | +7.5% | +4.0% | +3.5% | +7.5% |
| YTD | +51.3% | +5.6% | +45.7% | +53.2% |
| 1Y | +42.6% | +13.0% | +29.6% | +45.8% |
| All | +42.6% | +14.9% | +27.7% | +45.8% |
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