+416.0%
LRCX vs UDR
-20.2%
+436.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -3.1% | -3.5% | +0.4% | -1.7% |
| 30D | -8.6% | -5.3% | -3.2% | -6.7% |
| 3M | -17.7% | -9.5% | -8.1% | -15.3% |
| 6M | +36.4% | -0.7% | +37.0% | +33.8% |
| YTD | +74.5% | -1.2% | +75.7% | +71.0% |
| 1Y | +159.4% | -5.7% | +165.2% | +159.5% |
| 3Y | +361.6% | +3.7% | +357.9% | +330.3% |
| All | +416.0% | -20.2% | +436.2% | +501.1% |
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 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