+77.4%
LNG vs UDR
+3.3%
+74.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -4.7% | -3.5% | -1.2% | -3.9% |
| 30D | +3.8% | -5.3% | +9.1% | +5.2% |
| 3M | +16.2% | -9.5% | +25.7% | +18.9% |
| 6M | +11.7% | -0.7% | +12.3% | +11.7% |
| YTD | +44.2% | -1.2% | +45.4% | +44.3% |
| 1Y | +18.6% | -5.7% | +24.3% | +20.2% |
| 3Y | +77.4% | +3.7% | +73.7% | +82.2% |
| All | +77.4% | +3.3% | +74.1% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling