+156.6%
LTH vs UDR
-18.4%
+175.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.2% |
| 7D | -4.6% | -2.4% | -2.3% | -2.8% |
| 30D | +14.8% | +6.7% | +8.1% | +9.2% |
| 3M | +3.9% | -1.8% | +5.7% | +5.2% |
| 6M | +35.5% | -1.8% | +37.3% | +36.3% |
| YTD | +71.3% | +2.5% | +68.8% | +65.5% |
| 1Y | +75.7% | +7.9% | +67.8% | +62.5% |
| 3Y | +231.9% | +25.1% | +206.8% | +162.9% |
| 5Y | +130.5% | -21.2% | +151.6% | +170.3% |
| All | +156.6% | -18.4% | +175.0% | +198.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling