-11.2%
CBRE vs LDOS
-29.6%
+18.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.8% |
| 7D | -0.5% | +1.9% | -2.4% | -1.2% |
| 30D | +3.1% | +12.8% | -9.7% | -1.4% |
| 3M | -6.4% | -1.0% | -5.3% | -6.3% |
| 6M | -7.9% | +6.2% | -14.1% | -10.0% |
| YTD | -16.2% | -23.2% | +7.0% | -1.0% |
| 1Y | -11.2% | -29.5% | +18.3% | +10.0% |
| All | -11.2% | -29.6% | +18.4% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling