+80.4%
CBRE vs LBRT
-38.0%
+118.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -1.0% |
| 7D | +5.2% | -29.1% | +34.3% | +7.4% |
| 30D | +6.2% | -38.4% | +44.6% | +9.6% |
| 3M | -8.1% | -40.1% | +32.0% | -5.2% |
| 6M | -6.6% | -62.9% | +56.2% | +0.8% |
| YTD | -15.7% | -34.5% | +18.8% | -16.7% |
| 1Y | -9.7% | -30.2% | +20.6% | -11.7% |
| 3Y | +80.4% | -37.5% | +117.9% | +72.6% |
| All | +80.4% | -38.0% | +118.4% | +72.6% |
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 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