+1,350.8%
LPLA vs UDR
+192.0%
+1,158.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.1% | -2.0% | -1.1% | -2.2% |
| 30D | -0.1% | -5.2% | +5.1% | +2.2% |
| 3M | +23.2% | -5.8% | +29.0% | +26.1% |
| 6M | +15.5% | -1.7% | +17.2% | +15.7% |
| YTD | +0.9% | +2.4% | -1.5% | -1.0% |
| 1Y | +0.2% | -2.1% | +2.3% | 0.0% |
| 3Y | +55.2% | +4.2% | +51.0% | +47.4% |
| 5Y | +145.4% | -20.0% | +165.4% | +160.0% |
| 10Y | +1,229.7% | +44.6% | +1,185.0% | +955.3% |
| All | +1,350.8% | +192.0% | +1,158.8% | +785.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling