+90.9%
LYV vs UDR
-20.2%
+111.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.9% | -3.5% | +1.5% | -0.3% |
| 30D | -8.2% | -5.3% | -2.9% | -5.8% |
| 3M | -1.3% | -9.5% | +8.3% | +3.4% |
| 6M | +2.6% | -0.7% | +3.3% | +2.3% |
| YTD | +19.4% | -1.2% | +20.6% | +18.9% |
| 1Y | -2.2% | -5.7% | +3.5% | -0.5% |
| 3Y | +106.0% | +3.7% | +102.3% | +95.2% |
| All | +90.9% | -20.2% | +111.1% | +104.4% |
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