+46.3%
LYB vs UDR
+47.2%
-0.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +0.3% | -3.5% | +3.7% | +2.2% |
| 30D | +2.5% | -5.3% | +7.8% | +5.4% |
| 3M | +1.4% | -9.5% | +10.9% | +6.6% |
| 6M | -3.5% | -0.7% | -2.8% | -4.6% |
| YTD | +52.0% | -1.2% | +53.2% | +50.6% |
| 1Y | +22.1% | -5.7% | +27.8% | +24.4% |
| 3Y | -22.8% | +3.7% | -26.5% | -26.2% |
| 5Y | -3.4% | -18.9% | +15.6% | +3.4% |
| All | +46.3% | +47.2% | -0.9% | +29.6% |
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