-6.8%
CBRE vs LH
+44.2%
-51.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.9% | +0.2% | +2.4% |
| 7D | +14.1% | +2.1% | +12.0% | +13.0% |
| 30D | +9.0% | +19.2% | -10.1% | +0.6% |
| 3M | -6.6% | +18.0% | -24.6% | -13.6% |
| 6M | +0.8% | +46.1% | -45.3% | -15.8% |
| YTD | -12.2% | +47.7% | -59.9% | -26.3% |
| 1Y | -6.8% | +47.2% | -54.1% | -22.1% |
| All | -6.8% | +44.2% | -51.0% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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