-13.1%
CBRE vs LBRT
-23.4%
+10.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.4% | 0.0% |
| 7D | -4.6% | -1.9% | -2.7% | -4.7% |
| 30D | +3.0% | -32.0% | +35.0% | +0.8% |
| 3M | -8.7% | -39.7% | +30.9% | -10.9% |
| 6M | -7.9% | -61.1% | +53.2% | -9.6% |
| YTD | -16.3% | -29.4% | +13.1% | -22.3% |
| 1Y | -13.1% | -24.5% | +11.3% | -20.6% |
| All | -13.1% | -23.4% | +10.3% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling