-56.5%
LUMN vs UDR
+47.2%
-103.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +2.5% | -3.5% | +6.0% | +4.4% |
| 30D | +10.3% | -5.3% | +15.6% | +13.4% |
| 3M | -18.3% | -9.5% | -8.7% | -14.5% |
| 6M | +4.4% | -0.7% | +5.0% | +2.8% |
| YTD | -10.7% | -1.2% | -9.5% | -12.1% |
| 1Y | +14.0% | -5.7% | +19.7% | +14.2% |
| 3Y | +406.6% | +3.7% | +402.8% | +386.1% |
| 5Y | -36.8% | -18.9% | -17.9% | -32.3% |
| All | -56.5% | +47.2% | -103.6% | -58.3% |
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