-76.7%
LULU vs UDR
-20.2%
-56.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -1.6% | -3.5% | +1.8% | 0.0% |
| 30D | -18.1% | -5.3% | -12.8% | -16.0% |
| 3M | -18.8% | -9.5% | -9.2% | -14.9% |
| 6M | -39.2% | -0.7% | -38.6% | -39.4% |
| YTD | -52.4% | -1.2% | -51.2% | -52.4% |
| 1Y | -40.3% | -5.7% | -34.6% | -39.0% |
| 3Y | -75.1% | +3.7% | -78.8% | -76.4% |
| All | -76.7% | -20.2% | -56.5% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling