+189.5%
LQD vs UDR
+587.9%
-398.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | 0.0% | -3.3% | +3.2% | +0.1% |
| 30D | -0.2% | -5.6% | +5.4% | +0.1% |
| 3M | -1.7% | -9.4% | +7.7% | -1.3% |
| 6M | -2.7% | -3.0% | +0.3% | -2.6% |
| YTD | -1.4% | -0.4% | -1.0% | -1.5% |
| 1Y | -1.0% | -5.1% | +4.1% | -0.9% |
| 3Y | +15.1% | +4.2% | +10.8% | +14.6% |
| 5Y | -5.2% | -19.5% | +14.3% | -4.9% |
| 10Y | +23.3% | +47.9% | -24.6% | +21.0% |
| All | +189.5% | +587.9% | -398.4% | +179.2% |
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