-13.5%
LUV vs UDR
-20.1%
+6.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.4% |
| 7D | -0.1% | -3.4% | +3.3% | +1.9% |
| 30D | -14.6% | -5.4% | -9.2% | -11.9% |
| 3M | -5.7% | -10.0% | +4.3% | -0.3% |
| 6M | -8.4% | -2.5% | -5.9% | -7.7% |
| YTD | -5.1% | -1.1% | -4.0% | -5.3% |
| 1Y | +26.6% | -3.9% | +30.5% | +28.3% |
| 3Y | +39.7% | +3.4% | +36.2% | +36.0% |
| All | -13.5% | -20.1% | +6.6% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling