+145.0%
LPLA vs UDR
-20.1%
+165.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.5% |
| 7D | -3.7% | -3.4% | -0.3% | -2.8% |
| 30D | -6.4% | -5.4% | -0.9% | -5.0% |
| 3M | +20.2% | -10.0% | +30.1% | +23.3% |
| 6M | +12.8% | -2.5% | +15.4% | +13.2% |
| YTD | -2.5% | -1.1% | -1.4% | -2.7% |
| 1Y | +1.9% | -3.9% | +5.8% | +2.4% |
| 3Y | +45.0% | +3.4% | +41.5% | +42.6% |
| All | +145.0% | -20.1% | +165.2% | +181.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling