-63.5%
LUMN vs UDR
+11.2%
-74.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | -0.1% |
| 7D | -18.2% | +3.0% | -21.2% | -17.4% |
| 30D | -32.5% | +10.3% | -42.7% | -30.3% |
| 3M | -32.4% | -2.9% | -29.5% | -32.9% |
| 6M | -59.3% | +0.3% | -59.7% | -59.8% |
| YTD | -48.6% | +3.8% | -52.4% | -49.6% |
| 1Y | -63.5% | +12.7% | -76.3% | -64.1% |
| All | -63.5% | +11.2% | -74.7% | -64.1% |
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 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