+143.5%
LTH vs UDR
-18.5%
+162.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.6% | -2.0% | +1.4% | +0.9% |
| 30D | -4.6% | -5.2% | +0.6% | -0.5% |
| 3M | +32.8% | -5.8% | +38.6% | +38.5% |
| 6M | +64.6% | -1.7% | +66.3% | +65.5% |
| YTD | +62.6% | +2.4% | +60.3% | +57.4% |
| 1Y | +49.9% | -2.1% | +52.1% | +50.5% |
| 3Y | +151.3% | +4.2% | +147.1% | +134.1% |
| All | +143.5% | -18.5% | +162.1% | +183.8% |
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