+227.1%
LOW vs UDR
+47.3%
+179.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -2.6% | -3.4% | +0.8% | -1.0% |
| 30D | -11.1% | -5.4% | -5.7% | -8.8% |
| 3M | -8.5% | -10.0% | +1.5% | -3.9% |
| 6M | -20.8% | -2.5% | -18.3% | -20.0% |
| YTD | -17.2% | -1.1% | -16.1% | -17.1% |
| 1Y | -24.7% | -3.9% | -20.8% | -23.6% |
| 3Y | -9.7% | +3.4% | -13.2% | -12.5% |
| 5Y | +6.0% | -18.9% | +24.9% | +13.3% |
| All | +227.1% | +47.3% | +179.9% | +196.1% |
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