+82.0%
LSCC vs UDR
-19.6%
+101.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.3% | -2.0% | +3.3% | +2.5% |
| 30D | -9.7% | -5.2% | -4.5% | -6.9% |
| 3M | -23.7% | -5.8% | -17.9% | -22.2% |
| 6M | +26.5% | -1.7% | +28.2% | +25.1% |
| YTD | +57.5% | +2.4% | +55.1% | +51.6% |
| 1Y | +75.7% | -2.1% | +77.8% | +73.5% |
| 3Y | +19.5% | +4.2% | +15.2% | +11.8% |
| All | +82.0% | -19.6% | +101.7% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling