-80.4%
LYFT vs UDR
+2.3%
-82.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -8.4% | -3.5% | -4.9% | -5.9% |
| 30D | -7.6% | -5.3% | -2.3% | -3.7% |
| 3M | +11.7% | -9.5% | +21.3% | +19.9% |
| 6M | +15.1% | -0.7% | +15.8% | +14.1% |
| YTD | -20.9% | -1.2% | -19.7% | -21.6% |
| 1Y | -16.4% | -5.7% | -10.6% | -14.6% |
| 3Y | +35.2% | +3.7% | +31.5% | +26.5% |
| 5Y | -69.4% | -18.9% | -50.4% | -66.1% |
| All | -80.4% | +2.3% | -82.8% | -81.5% |
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