+25.5%
LSCC vs UDR
-18.0%
+43.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.2% | +8.3% | +7.8% |
| 7D | +13.0% | +3.0% | +10.0% | +11.1% |
| 30D | -19.8% | +10.3% | -30.1% | -24.6% |
| 3M | -18.4% | -2.9% | -15.5% | -17.5% |
| 6M | -16.1% | +0.3% | -16.4% | -18.3% |
| YTD | +42.7% | +3.8% | +38.9% | +35.5% |
| 1Y | +68.0% | +12.7% | +55.3% | +50.3% |
| 3Y | +85.8% | +27.6% | +58.3% | +49.0% |
| All | +25.5% | -18.0% | +43.5% | +42.1% |
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 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