+401.2%
CBRE vs LH
+185.6%
+215.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.2% |
| 7D | -1.7% | -3.2% | +1.5% | +0.1% |
| 30D | -3.0% | +0.1% | -3.1% | -3.1% |
| 3M | +2.6% | +18.6% | -16.0% | -6.9% |
| 6M | +2.0% | +17.9% | -15.9% | -7.4% |
| YTD | -13.1% | +28.9% | -42.1% | -25.1% |
| 1Y | -13.8% | +16.6% | -30.5% | -21.7% |
| 3Y | +63.9% | +63.6% | +0.3% | +21.2% |
| 5Y | +42.3% | +30.0% | +12.3% | +17.5% |
| 10Y | +401.2% | +191.9% | +209.3% | +136.7% |
| All | +401.2% | +185.6% | +215.6% | +136.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling