+6.5%
LYV vs UDR
-1.4%
+7.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.3% |
| 7D | -4.5% | -2.0% | -2.5% | -4.2% |
| 30D | -5.5% | -5.2% | -0.3% | -4.8% |
| 3M | +7.8% | -5.8% | +13.5% | +8.7% |
| 6M | +9.4% | -1.7% | +11.1% | +10.2% |
| YTD | +21.8% | +2.4% | +19.4% | +21.4% |
| 1Y | +6.5% | -2.1% | +8.6% | +7.6% |
| All | +6.5% | -1.4% | +7.9% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling