-20.4%
LVS vs UDR
-3.7%
-16.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | -4.3% | -3.4% | -0.9% | -4.3% |
| 30D | -6.8% | -5.4% | -1.4% | -6.7% |
| 3M | -15.6% | -10.0% | -5.7% | -15.7% |
| 6M | -20.6% | -2.5% | -18.1% | -20.5% |
| YTD | -33.4% | -1.1% | -32.3% | -32.9% |
| All | -20.4% | -3.7% | -16.7% | -20.3% |
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 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