+227.7%
CBRE vs LBRT
+33.5%
+194.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | -2.0% | +8.7% | -10.7% | -3.4% |
| 30D | -2.2% | +6.6% | -8.8% | -3.6% |
| 3M | +12.9% | -34.5% | +47.4% | +20.0% |
| 6M | +4.3% | -24.5% | +28.8% | +7.1% |
| YTD | -8.0% | +12.7% | -20.8% | -13.0% |
| 1Y | -8.6% | +94.8% | -103.4% | -23.7% |
| 3Y | +71.9% | +31.9% | +40.0% | +48.6% |
| 5Y | +50.0% | +111.8% | -61.8% | +11.2% |
| All | +227.7% | +33.5% | +194.2% | +94.6% |
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