+0.2%
LPLA vs UDR
-1.4%
+1.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.1% | -2.0% | -1.1% | -2.9% |
| 30D | -0.1% | -5.2% | +5.1% | +0.4% |
| 3M | +23.2% | -5.8% | +29.0% | +24.0% |
| 6M | +15.5% | -1.7% | +17.2% | +15.2% |
| YTD | +0.9% | +2.4% | -1.5% | +0.5% |
| 1Y | +0.2% | -2.1% | +2.3% | +0.2% |
| All | +0.2% | -1.4% | +1.6% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling