+9,784.2%
LSCC vs UDR
+2,919.7%
+6,864.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.2% | +8.3% | +7.7% |
| 7D | +13.0% | +3.0% | +10.0% | +11.4% |
| 30D | -19.8% | +10.3% | -30.1% | -23.7% |
| 3M | -18.4% | -2.9% | -15.5% | -17.8% |
| 6M | -16.1% | +0.3% | -16.4% | -17.5% |
| YTD | +42.7% | +3.8% | +38.9% | +37.9% |
| 1Y | +68.0% | +12.7% | +55.3% | +56.0% |
| 3Y | +85.8% | +27.6% | +58.3% | +62.1% |
| 5Y | +28.0% | -18.6% | +46.6% | +37.4% |
| 10Y | +1,255.1% | +52.4% | +1,202.7% | +942.9% |
| All | +9,784.2% | +2,919.7% | +6,864.5% | +2,346.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling