+1,108.4%
LNG vs UDR
+1,397.4%
-288.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.9% |
| 7D | -6.7% | -3.3% | -3.5% | -5.3% |
| 30D | +3.9% | -5.6% | +9.5% | +6.6% |
| 3M | +15.5% | -9.4% | +24.9% | +20.6% |
| 6M | +10.5% | -3.0% | +13.5% | +11.3% |
| YTD | +43.0% | -0.4% | +43.4% | +42.1% |
| 1Y | +18.9% | -5.1% | +24.0% | +20.5% |
| 3Y | +74.7% | +4.2% | +70.4% | +66.1% |
| 5Y | +231.2% | -19.5% | +250.8% | +248.2% |
| 10Y | +544.5% | +47.9% | +496.6% | +372.1% |
| All | +1,108.4% | +1,397.4% | -288.9% | +272.0% |
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