+2,076.3%
CBRE vs LH
+990.6%
+1,085.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | -1.8% | +1.1% | -2.8% | -2.5% |
| 30D | +3.3% | +16.7% | -13.4% | -7.8% |
| 3M | -12.4% | +15.1% | -27.4% | -21.2% |
| 6M | -5.4% | +46.3% | -51.7% | -28.7% |
| YTD | -17.2% | +48.8% | -66.0% | -38.8% |
| 1Y | -13.1% | +39.7% | -52.8% | -32.7% |
| 3Y | +81.6% | +87.0% | -5.5% | +10.3% |
| 5Y | +26.4% | +53.0% | -26.6% | -13.1% |
| 10Y | +381.6% | +264.3% | +117.3% | +42.4% |
| All | +2,076.3% | +990.6% | +1,085.8% | +203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling