+738.1%
LPLA vs UDR
+54.6%
+683.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -0.9% | -0.4% | -0.6% | -0.7% |
| 30D | -9.5% | +7.8% | -17.3% | -12.3% |
| 3M | -21.9% | -2.8% | -19.1% | -20.7% |
| 6M | -2.6% | -1.4% | -1.2% | -2.2% |
| YTD | -17.8% | +3.4% | -21.2% | -19.6% |
| 1Y | -21.2% | +9.9% | -31.0% | -25.3% |
| 3Y | +30.6% | +28.5% | +2.1% | +11.3% |
| 5Y | +81.3% | -20.5% | +101.8% | +96.1% |
| All | +738.1% | +54.6% | +683.5% | +613.9% |
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 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