+83.4%
CBRE vs LBRT
-30.4%
+113.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -2.2% |
| 7D | -0.5% | -15.7% | +15.1% | +0.4% |
| 30D | +3.1% | -34.3% | +37.3% | +5.7% |
| 3M | -6.4% | -40.6% | +34.3% | -3.3% |
| 6M | -7.9% | -62.0% | +54.1% | -0.7% |
| YTD | -16.2% | -31.6% | +15.5% | -17.4% |
| 1Y | -11.2% | -25.8% | +14.6% | -13.7% |
| 3Y | +83.4% | -30.4% | +113.8% | +71.4% |
| All | +83.4% | -30.4% | +113.8% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling