+3,546.5%
LRCX vs UDR
+47.3%
+3,499.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.3% |
| 7D | +1.8% | -3.4% | +5.2% | +3.5% |
| 30D | -4.3% | -5.4% | +1.1% | -1.8% |
| 3M | -7.3% | -10.0% | +2.6% | -3.7% |
| 6M | +38.6% | -2.5% | +41.1% | +37.8% |
| YTD | +74.4% | -1.1% | +75.5% | +71.4% |
| 1Y | +179.1% | -3.9% | +183.0% | +177.2% |
| 3Y | +357.7% | +3.4% | +354.2% | +328.4% |
| 5Y | +424.9% | -18.9% | +443.8% | +456.3% |
| All | +3,546.5% | +47.3% | +3,499.2% | +2,872.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling