+639.9%
LYB vs UDR
+207.4%
+432.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -0.7% | -3.4% | +2.7% | +1.2% |
| 30D | +1.5% | -5.4% | +7.0% | +4.7% |
| 3M | -0.3% | -10.0% | +9.7% | +5.3% |
| 6M | +0.1% | -2.5% | +2.6% | -0.1% |
| YTD | +53.4% | -1.1% | +54.6% | +52.0% |
| 1Y | +25.6% | -3.9% | +29.5% | +26.6% |
| 3Y | -21.3% | +3.4% | -24.7% | -24.9% |
| 5Y | -2.4% | -18.9% | +16.5% | +4.3% |
| 10Y | +48.8% | +46.8% | +2.0% | +7.8% |
| All | +639.9% | +207.4% | +432.4% | +214.3% |
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 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