+208.1%
LRCX vs UDR
-1.4%
+209.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +1.9% | -2.0% | +3.9% | +1.0% |
| 30D | +0.1% | -5.2% | +5.3% | -2.2% |
| 3M | -8.5% | -5.8% | -2.7% | -11.0% |
| 6M | +38.1% | -1.7% | +39.8% | +33.5% |
| YTD | +80.1% | +2.4% | +77.7% | +77.0% |
| 1Y | +208.1% | -2.1% | +210.2% | +219.1% |
| All | +208.1% | -1.4% | +209.5% | +219.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling