+206.2%
CBRE vs LBRT
-16.2%
+222.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.1% | +0.6% |
| 7D | +1.0% | -11.9% | +13.0% | +2.8% |
| 30D | +5.6% | -31.9% | +37.6% | +11.6% |
| 3M | -6.8% | -34.9% | +28.1% | -1.3% |
| 6M | -5.6% | -60.7% | +55.1% | +8.0% |
| YTD | -14.1% | -29.2% | +15.1% | -13.1% |
| 1Y | -9.5% | -23.6% | +14.1% | -10.1% |
| 3Y | +91.8% | -26.8% | +118.6% | +82.3% |
| 5Y | +30.3% | +16.3% | +14.0% | +7.1% |
| All | +206.2% | -16.2% | +222.4% | +94.4% |
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