+144.1%
LNT vs UDR
+47.3%
+96.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -1.1% | -3.4% | +2.3% | +0.6% |
| 30D | -1.9% | -5.4% | +3.5% | +0.7% |
| 3M | -7.2% | -10.0% | +2.8% | -2.5% |
| 6M | -3.9% | -2.5% | -1.4% | -3.1% |
| YTD | +5.9% | -1.1% | +7.0% | +5.7% |
| 1Y | +8.4% | -3.9% | +12.3% | +9.5% |
| 3Y | +46.6% | +3.4% | +43.2% | +40.6% |
| 5Y | +32.4% | -18.9% | +51.3% | +41.1% |
| All | +144.1% | +47.3% | +96.9% | +84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling