+396.6%
CBRE vs LDOS
+278.0%
+118.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.0% | -5.4% | +3.4% | +0.6% |
| 30D | -2.2% | +4.9% | -7.1% | -4.7% |
| 3M | +12.9% | +7.2% | +5.7% | +8.2% |
| 6M | +4.3% | -24.2% | +28.6% | +17.8% |
| YTD | -8.0% | -25.8% | +17.8% | +4.8% |
| 1Y | -8.6% | -24.7% | +16.2% | +3.1% |
| 3Y | +71.9% | +39.3% | +32.6% | +34.3% |
| 5Y | +50.0% | +43.3% | +6.7% | +11.7% |
| All | +396.6% | +278.0% | +118.6% | +126.7% |
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