+25.9%
CBRE vs LH
+54.4%
-28.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | +2.5% | -5.3% | -4.1% |
| 30D | +2.2% | +18.7% | -16.5% | -7.0% |
| 3M | -10.1% | +15.3% | -25.4% | -17.0% |
| 6M | -8.0% | +45.4% | -53.4% | -25.3% |
| YTD | -17.6% | +49.5% | -67.1% | -34.4% |
| 1Y | -14.7% | +41.4% | -56.1% | -30.0% |
| 3Y | +80.4% | +87.6% | -7.3% | +23.9% |
| 5Y | +25.9% | +53.8% | -27.9% | -11.9% |
| All | +25.9% | +54.4% | -28.5% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling