+185.0%
CBRE vs LCID
-96.5%
+281.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.4% | -7.5% | +1.2% |
| 7D | +1.0% | +20.0% | -19.0% | -0.7% |
| 30D | +5.6% | -5.0% | +10.6% | +5.7% |
| 3M | -6.8% | -48.9% | +42.1% | -1.8% |
| 6M | -5.6% | -43.2% | +37.6% | -2.8% |
| YTD | -14.1% | -65.9% | +51.9% | -8.2% |
| 1Y | -9.5% | -79.2% | +69.7% | +0.4% |
| 3Y | +91.8% | -90.4% | +182.2% | +116.7% |
| 5Y | +30.3% | -99.2% | +129.5% | +61.8% |
| All | +185.0% | -96.5% | +281.5% | +273.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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