+1,351.6%
LSCC vs UDR
+54.6%
+1,296.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.3% | -5.9% |
| 7D | +7.0% | -0.4% | +7.4% | +7.2% |
| 30D | -2.3% | +7.8% | -10.1% | -6.3% |
| 3M | -12.5% | -2.8% | -9.7% | -11.8% |
| 6M | -10.6% | -1.4% | -9.1% | -11.6% |
| YTD | +52.7% | +3.4% | +49.3% | +47.0% |
| 1Y | +74.0% | +9.9% | +64.1% | +61.8% |
| 3Y | +104.8% | +28.5% | +76.3% | +74.3% |
| 5Y | +36.2% | -20.5% | +56.7% | +47.5% |
| All | +1,351.6% | +54.6% | +1,296.9% | +1,131.0% |
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