+2,317.2%
CBRE vs LEN
+152.6%
+2,164.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | 0.0% |
| 7D | -2.0% | -3.2% | +1.2% | -0.2% |
| 30D | -2.2% | -4.9% | +2.7% | +0.5% |
| 3M | +12.9% | -8.5% | +21.4% | +17.6% |
| 6M | +4.3% | -20.7% | +25.0% | +16.8% |
| YTD | -8.0% | -17.4% | +9.4% | -0.5% |
| 1Y | -8.6% | -38.2% | +29.7% | +15.1% |
| 3Y | +71.9% | -24.9% | +96.8% | +86.8% |
| 5Y | +50.0% | -11.4% | +61.5% | +42.7% |
| 10Y | +390.1% | +110.0% | +280.0% | +140.6% |
| All | +2,317.2% | +152.6% | +2,164.6% | +533.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling