+45.0%
CBRE vs LH
+31.3%
+13.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.5% |
| 7D | -1.5% | -0.8% | -0.7% | -1.1% |
| 30D | -4.0% | +2.0% | -6.0% | -5.0% |
| 3M | +8.0% | +24.3% | -16.2% | -3.9% |
| 6M | +4.0% | +21.1% | -17.1% | -6.4% |
| YTD | -11.5% | +30.4% | -42.0% | -23.6% |
| 1Y | -13.0% | +18.4% | -31.4% | -21.2% |
| 3Y | +66.9% | +65.5% | +1.4% | +24.4% |
| 5Y | +45.0% | +29.9% | +15.2% | +11.6% |
| All | +45.0% | +31.3% | +13.8% | +11.6% |
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