+2,158.9%
CBRE vs LEN
+178.5%
+1,980.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +0.2% |
| 7D | +1.0% | +0.6% | +0.4% | +0.5% |
| 30D | +5.6% | +19.4% | -13.8% | -4.7% |
| 3M | -6.8% | +4.5% | -11.3% | -10.0% |
| 6M | -5.6% | +4.9% | -10.5% | -9.8% |
| YTD | -14.1% | -8.9% | -5.2% | -12.8% |
| 1Y | -9.5% | -23.0% | +13.5% | +0.2% |
| 3Y | +91.8% | -16.7% | +108.5% | +95.3% |
| 5Y | +30.3% | -4.5% | +34.8% | +18.0% |
| 10Y | +406.9% | +162.2% | +244.7% | +116.7% |
| All | +2,158.9% | +178.5% | +1,980.4% | +455.2% |
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