+17.5%
LUV vs UDR
+47.2%
-29.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -1.0% | -3.5% | +2.5% | +1.0% |
| 30D | -12.4% | -5.3% | -7.0% | -9.7% |
| 3M | -11.0% | -9.5% | -1.5% | -6.2% |
| 6M | -5.0% | -0.7% | -4.3% | -5.1% |
| YTD | -3.8% | -1.2% | -2.6% | -3.8% |
| 1Y | +25.9% | -5.7% | +31.7% | +29.2% |
| 3Y | +42.2% | +3.7% | +38.5% | +38.1% |
| 5Y | -10.8% | -18.9% | +8.2% | -3.0% |
| All | +17.5% | +47.2% | -29.7% | +9.3% |
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