-70.4%
LYFT vs UDR
-20.2%
-50.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -8.4% | -3.5% | -4.9% | -6.2% |
| 30D | -7.6% | -5.3% | -2.3% | -4.2% |
| 3M | +11.7% | -9.5% | +21.3% | +18.9% |
| 6M | +15.1% | -0.7% | +15.8% | +14.2% |
| YTD | -20.9% | -1.2% | -19.7% | -21.5% |
| 1Y | -16.4% | -5.7% | -10.6% | -14.6% |
| 3Y | +35.2% | +3.7% | +31.5% | +25.7% |
| All | -70.4% | -20.2% | -50.3% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling