+91.8%
CBRE vs LEN
-17.6%
+109.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +0.7% |
| 7D | +1.0% | +0.6% | +0.4% | +0.7% |
| 30D | +5.6% | +19.4% | -13.8% | -1.7% |
| 3M | -6.8% | +4.5% | -11.3% | -8.8% |
| 6M | -5.6% | +4.9% | -10.5% | -8.3% |
| YTD | -14.1% | -8.9% | -5.2% | -13.0% |
| 1Y | -9.5% | -23.0% | +13.5% | -1.7% |
| 3Y | +91.8% | -16.7% | +108.5% | +72.7% |
| All | +91.8% | -17.6% | +109.4% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 3y: compounded portfolio wealth divided by compounded LEN 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…
3y analysis · Full analysis span regression · 6 months rolling