+4,330.0%
LUV vs UDR
+2,798.0%
+1,531.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.8% |
| 7D | +0.7% | -3.3% | +3.9% | +1.9% |
| 30D | -13.4% | -5.6% | -7.8% | -11.5% |
| 3M | -9.6% | -9.4% | -0.2% | -6.3% |
| 6M | -8.9% | -3.0% | -5.9% | -8.0% |
| YTD | -5.2% | -0.4% | -4.8% | -5.3% |
| 1Y | +27.0% | -5.1% | +32.2% | +29.2% |
| 3Y | +39.6% | +4.2% | +35.4% | +37.2% |
| 5Y | -14.4% | -19.5% | +5.1% | -8.3% |
| 10Y | +17.3% | +47.9% | -30.6% | -0.4% |
| All | +4,330.0% | +2,798.0% | +1,531.9% | +1,272.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling