+65.9%
LSCC vs UDR
+11.3%
+54.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +5.0% | +2.0% | +3.0% | +5.4% |
| 30D | -11.7% | +7.9% | -19.6% | -10.8% |
| 3M | -13.3% | -1.5% | -11.8% | -12.7% |
| 6M | -12.5% | +0.9% | -13.4% | -15.5% |
| YTD | +51.2% | +4.0% | +47.2% | +47.8% |
| 1Y | +65.9% | +10.4% | +55.5% | +59.5% |
| All | +65.9% | +11.3% | +54.6% | +59.5% |
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 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