+104.8%
LSCC vs UDR
+27.3%
+77.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.3% | -5.8% |
| 7D | +7.0% | -0.4% | +7.4% | +7.1% |
| 30D | -2.3% | +7.8% | -10.1% | -5.5% |
| 3M | -12.5% | -2.8% | -9.7% | -11.7% |
| 6M | -10.6% | -1.4% | -9.1% | -11.9% |
| YTD | +52.7% | +3.4% | +49.3% | +46.1% |
| 1Y | +74.0% | +9.9% | +64.1% | +60.1% |
| 3Y | +104.8% | +28.5% | +76.3% | +66.7% |
| All | +104.8% | +27.3% | +77.5% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling