+14.0%
LUMN vs UDR
-3.8%
+17.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +2.5% | -3.5% | +6.0% | +0.7% |
| 30D | +10.3% | -5.3% | +15.6% | +7.3% |
| 3M | -18.3% | -9.5% | -8.7% | -22.3% |
| 6M | +4.4% | -0.7% | +5.0% | +2.8% |
| YTD | -10.7% | -1.2% | -9.5% | -11.0% |
| 1Y | +14.0% | -5.7% | +19.7% | +17.9% |
| All | +14.0% | -3.8% | +17.7% | +17.9% |
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