+398.6%
CBRE vs LDOS
+248.5%
+150.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.5% |
| 7D | +5.2% | -7.2% | +12.4% | +8.8% |
| 30D | +6.2% | +16.8% | -10.6% | -1.6% |
| 3M | -8.1% | -1.6% | -6.5% | -7.9% |
| 6M | -6.6% | -1.0% | -5.7% | -7.6% |
| YTD | -15.7% | -25.8% | +10.0% | -4.4% |
| 1Y | -9.7% | -31.1% | +21.4% | +6.2% |
| 3Y | +80.4% | +32.8% | +47.6% | +44.3% |
| 5Y | +27.0% | +49.4% | -22.4% | -7.9% |
| All | +398.6% | +248.5% | +150.1% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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