+1,186.7%
LPLA vs UDR
+47.3%
+1,139.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.3% |
| 7D | -3.7% | -3.4% | -0.3% | -2.2% |
| 30D | -6.4% | -5.4% | -0.9% | -4.1% |
| 3M | +20.2% | -10.0% | +30.1% | +25.6% |
| 6M | +12.8% | -2.5% | +15.4% | +13.4% |
| YTD | -2.5% | -1.1% | -1.4% | -2.9% |
| 1Y | +1.9% | -3.9% | +5.8% | +2.6% |
| 3Y | +45.0% | +3.4% | +41.5% | +37.5% |
| 5Y | +146.6% | -18.9% | +165.5% | +160.7% |
| All | +1,186.7% | +47.3% | +1,139.4% | +1,038.8% |
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