+297,723.6%
LRCX vs UDR
+2,798.0%
+294,925.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.6% |
| 7D | +9.5% | -3.3% | +12.8% | +11.1% |
| 30D | +3.1% | -5.6% | +8.7% | +5.5% |
| 3M | -3.4% | -9.4% | +6.0% | -0.2% |
| 6M | +49.7% | -3.0% | +52.6% | +49.6% |
| YTD | +84.9% | -0.4% | +85.2% | +82.1% |
| 1Y | +200.8% | -5.1% | +206.0% | +201.4% |
| 3Y | +385.1% | +4.2% | +380.8% | +360.6% |
| 5Y | +460.5% | -19.5% | +480.0% | +491.8% |
| 10Y | +3,866.3% | +47.9% | +3,818.4% | +3,063.6% |
| All | +297,723.6% | +2,798.0% | +294,925.6% | +63,301.9% |
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