+45.8%
LTH vs UDR
-4.3%
+50.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.7% |
| 7D | -4.0% | -3.3% | -0.7% | -2.3% |
| 30D | -1.7% | -5.6% | +4.0% | +1.3% |
| 3M | +28.0% | -9.4% | +37.4% | +34.6% |
| 6M | +54.1% | -3.0% | +57.0% | +55.6% |
| YTD | +57.1% | -0.4% | +57.5% | +55.4% |
| 1Y | +45.8% | -5.1% | +50.9% | +45.7% |
| All | +45.8% | -4.3% | +50.0% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling