+46.9%
LPLA vs UDR
+4.1%
+42.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.2% |
| 7D | -1.5% | -3.3% | +1.7% | -0.9% |
| 30D | -6.0% | -5.6% | -0.3% | -5.0% |
| 3M | +21.4% | -9.4% | +30.8% | +23.6% |
| 6M | +12.1% | -3.0% | +15.0% | +12.4% |
| YTD | -1.8% | -0.4% | -1.5% | -2.2% |
| 1Y | +3.2% | -5.1% | +8.3% | +3.9% |
| All | +46.9% | +4.1% | +42.8% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling