+1,486.2%
LSCC vs UDR
+55.2%
+1,431.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.3% | +10.6% | +10.5% |
| 7D | +14.5% | -1.8% | +16.2% | +15.5% |
| 30D | -0.1% | +7.9% | -8.0% | -4.2% |
| 3M | -2.7% | -0.8% | -1.9% | -2.9% |
| 6M | -4.8% | 0.0% | -4.8% | -6.6% |
| YTD | +66.9% | +3.7% | +63.1% | +60.3% |
| 1Y | +85.8% | +8.5% | +77.3% | +74.1% |
| 3Y | +115.6% | +26.6% | +89.0% | +85.1% |
| 5Y | +48.8% | -20.2% | +69.0% | +60.9% |
| All | +1,486.2% | +55.2% | +1,431.0% | +1,243.1% |
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 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