+29.6%
LUV vs UDR
-1.4%
+31.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +0.4% | -2.0% | +2.4% | +1.4% |
| 30D | -18.4% | -5.2% | -13.2% | -16.2% |
| 3M | -3.2% | -5.8% | +2.6% | -1.0% |
| 6M | -14.8% | -1.7% | -13.1% | -15.5% |
| YTD | -2.9% | +2.4% | -5.2% | -5.8% |
| 1Y | +29.6% | -2.1% | +31.7% | +28.1% |
| All | +29.6% | -1.4% | +31.0% | +28.1% |
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