+414.7%
CBRE vs LDOS
+509.1%
-94.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | +6.0% | -3.7% | +9.7% | +8.3% |
| 30D | +4.4% | +16.4% | -12.0% | -5.2% |
| 3M | -9.8% | +7.4% | -17.2% | -14.6% |
| 6M | -4.4% | -0.3% | -4.0% | -6.4% |
| YTD | -15.2% | -24.0% | +8.8% | -2.6% |
| 1Y | -9.1% | -29.6% | +20.4% | +9.3% |
| 3Y | +79.4% | +35.1% | +44.3% | +34.1% |
| 5Y | +27.8% | +52.9% | -25.1% | -15.7% |
| 10Y | +416.1% | +262.2% | +153.9% | +69.8% |
| All | +414.7% | +509.1% | -94.3% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling