+195.0%
CBRE vs LBRT
-15.3%
+210.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.3% |
| 7D | -1.8% | +9.2% | -11.0% | -3.2% |
| 30D | +3.3% | -27.5% | +30.8% | +8.0% |
| 3M | -12.4% | -37.9% | +25.5% | -6.3% |
| 6M | -5.4% | -60.7% | +55.4% | +8.3% |
| YTD | -17.2% | -28.5% | +11.3% | -16.5% |
| 1Y | -13.1% | -13.2% | +0.1% | -15.7% |
| 3Y | +81.6% | -28.8% | +110.3% | +73.6% |
| 5Y | +26.4% | +28.0% | -1.5% | +1.9% |
| All | +195.0% | -15.3% | +210.4% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling