+10,808.2%
LSCC vs UDR
+2,878.3%
+7,930.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.3% | -2.0% | +3.3% | +2.3% |
| 30D | -9.7% | -5.2% | -4.5% | -7.5% |
| 3M | -23.7% | -5.8% | -17.9% | -22.4% |
| 6M | +26.5% | -1.7% | +28.2% | +26.0% |
| YTD | +57.5% | +2.4% | +55.1% | +53.9% |
| 1Y | +75.7% | -2.1% | +77.8% | +74.6% |
| 3Y | +19.5% | +4.2% | +15.2% | +14.8% |
| 5Y | +83.8% | -20.0% | +103.8% | +99.4% |
| 10Y | +1,772.4% | +44.6% | +1,727.7% | +1,379.6% |
| All | +10,808.2% | +2,878.3% | +7,930.0% | +2,631.1% |
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 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