+3,155.8%
LNT vs UDR
+2,878.3%
+277.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | -0.1% | -2.0% | +1.9% | +0.5% |
| 30D | -3.2% | -5.2% | +2.0% | -1.8% |
| 3M | -4.1% | -5.8% | +1.7% | -2.6% |
| 6M | -4.6% | -1.7% | -2.9% | -4.3% |
| YTD | +7.0% | +2.4% | +4.6% | +6.0% |
| 1Y | +8.3% | -2.1% | +10.4% | +8.5% |
| 3Y | +51.0% | +4.2% | +46.8% | +48.1% |
| 5Y | +30.2% | -20.0% | +50.2% | +36.0% |
| 10Y | +143.6% | +44.6% | +98.9% | +118.7% |
| All | +3,155.8% | +2,878.3% | +277.6% | +1,696.9% |
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