+69.6%
LSCC vs UDR
+14.9%
+54.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | +1.7% |
| 7D | +3.0% | +7.2% | -4.3% | +4.0% |
| 30D | -19.3% | +10.5% | -29.7% | -18.3% |
| 3M | -22.3% | -2.3% | -20.0% | -21.6% |
| 6M | -14.6% | +4.0% | -18.6% | -18.0% |
| YTD | +45.8% | +5.6% | +40.1% | +42.4% |
| 1Y | +69.6% | +13.0% | +56.6% | +61.2% |
| All | +69.6% | +14.9% | +54.7% | +61.2% |
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 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