-3.8%
LVS vs UDR
+47.3%
-51.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -4.3% | -3.4% | -0.9% | -2.9% |
| 30D | -6.8% | -5.4% | -1.4% | -4.6% |
| 3M | -15.6% | -10.0% | -5.7% | -12.0% |
| 6M | -20.6% | -2.5% | -18.1% | -20.3% |
| YTD | -33.4% | -1.1% | -32.3% | -33.8% |
| 1Y | -20.1% | -3.9% | -16.3% | -19.8% |
| 3Y | -7.4% | +3.4% | -10.9% | -11.2% |
| 5Y | +8.5% | -18.9% | +27.4% | +15.1% |
| All | -3.8% | +47.3% | -51.1% | -11.6% |
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