+1,379.1%
LSCC vs UDR
+54.2%
+1,324.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.4% | +8.1% | +8.3% |
| 7D | +19.3% | +2.2% | +17.1% | +18.0% |
| 30D | -9.6% | +8.0% | -17.7% | -13.4% |
| 3M | -12.4% | -3.3% | -9.2% | -11.5% |
| 6M | -10.5% | +1.0% | -11.5% | -12.6% |
| YTD | +54.8% | +4.2% | +50.6% | +48.5% |
| 1Y | +79.4% | +10.8% | +68.5% | +66.2% |
| 3Y | +109.6% | +30.1% | +79.4% | +77.5% |
| 5Y | +40.4% | -18.9% | +59.3% | +50.6% |
| 10Y | +1,379.1% | +53.4% | +1,325.7% | +1,145.5% |
| All | +1,379.1% | +54.2% | +1,324.9% | +1,145.5% |
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