+50.9%
LVS vs UDR
+292.5%
-241.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.4% |
| 7D | +0.3% | -2.1% | +2.4% | +1.6% |
| 30D | -3.9% | -5.6% | +1.7% | -0.4% |
| 3M | -12.9% | -5.8% | -7.1% | -10.0% |
| 6M | -16.9% | -1.1% | -15.8% | -17.3% |
| YTD | -31.2% | +1.6% | -32.9% | -33.0% |
| 1Y | -16.4% | -2.7% | -13.7% | -16.7% |
| 3Y | -4.4% | +6.3% | -10.7% | -12.1% |
| 5Y | +6.7% | -19.3% | +26.0% | +13.4% |
| 10Y | +1.4% | +46.0% | -44.5% | -32.8% |
| All | +50.9% | +292.5% | -241.5% | -53.7% |
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