+27.3%
CBRE vs LCID
-99.3%
+126.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.2% | +9.7% | +1.5% |
| 7D | -1.8% | -10.2% | +8.4% | -0.8% |
| 30D | +3.3% | -10.2% | +13.5% | +4.0% |
| 3M | -12.4% | -54.1% | +41.8% | -5.1% |
| 6M | -5.4% | -53.8% | +48.4% | +0.5% |
| YTD | -17.2% | -72.0% | +54.8% | -7.6% |
| 1Y | -13.1% | -80.5% | +67.4% | +0.8% |
| 3Y | +81.6% | -92.6% | +174.1% | +120.8% |
| All | +27.3% | -99.3% | +126.6% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling